+195.8%
PDD vs DAR
+179.4%
+16.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.6% |
| 7D | -4.9% | +11.6% | -16.4% | -7.6% |
| 30D | -3.0% | -10.2% | +7.2% | -0.7% |
| 3M | -6.2% | -14.8% | +8.7% | -3.0% |
| 6M | -20.7% | -10.1% | -10.6% | -19.6% |
| YTD | -30.4% | +55.5% | -85.9% | -39.5% |
| 1Y | -41.3% | +61.7% | -103.0% | -49.6% |
| 3Y | -27.7% | +37.2% | -64.9% | -37.9% |
| 5Y | -16.9% | -26.9% | +10.1% | -15.3% |
| All | +195.8% | +179.4% | +16.4% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling