-18.7%
PDD vs DAR
+6.3%
-25.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.1% | +1.4% | -5.4% | -4.3% |
| 30D | -9.6% | +12.8% | -22.4% | -11.5% |
| 3M | -4.3% | +7.4% | -11.6% | -5.7% |
| 6M | -18.8% | +22.3% | -41.0% | -22.1% |
| YTD | -27.5% | +81.1% | -108.6% | -35.3% |
| 1Y | -33.6% | +106.5% | -140.1% | -42.5% |
| All | -18.7% | +6.3% | -25.0% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling