+198.7%
PDD vs DD
+27.4%
+171.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -13.1% | -7.4% | -5.7% | -10.2% |
| 3M | -3.5% | -6.4% | +3.0% | -1.0% |
| 6M | -21.8% | -2.5% | -19.3% | -21.6% |
| YTD | -29.7% | +10.2% | -39.9% | -33.5% |
| 1Y | -36.2% | +36.9% | -73.2% | -45.7% |
| 3Y | -16.4% | +47.0% | -63.4% | -32.7% |
| 5Y | -23.8% | +63.1% | -87.0% | -41.1% |
| All | +198.7% | +27.4% | +171.3% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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