+207.9%
PDD vs D
+32.3%
+175.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -9.6% | -3.6% | -6.0% | -9.6% |
| 3M | -4.3% | -1.0% | -3.3% | -4.3% |
| 6M | -18.8% | +6.3% | -25.0% | -18.9% |
| YTD | -27.5% | +14.7% | -42.2% | -27.7% |
| 1Y | -33.6% | +16.9% | -50.6% | -33.9% |
| 3Y | -20.4% | +56.8% | -77.2% | -21.7% |
| 5Y | -19.6% | +5.2% | -24.8% | -21.2% |
| All | +207.9% | +32.3% | +175.6% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling