-23.7%
PDD vs DAR
-11.0%
-12.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | +1.4% | -5.4% | -4.5% |
| 30D | -9.6% | +12.8% | -22.4% | -13.0% |
| 3M | -4.3% | +7.4% | -11.6% | -6.8% |
| 6M | -18.8% | +22.3% | -41.0% | -24.5% |
| YTD | -27.5% | +81.1% | -108.6% | -40.7% |
| 1Y | -33.6% | +106.5% | -140.1% | -48.4% |
| 3Y | -20.4% | +5.3% | -25.7% | -23.3% |
| All | -23.7% | -11.0% | -12.7% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling