+195.9%
PDD vs DD
+50.9%
+145.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -3.8% | +3.2% | -7.1% | -5.4% |
| 30D | -2.4% | +20.3% | -22.6% | -10.5% |
| 3M | -12.7% | +8.2% | -20.9% | -16.3% |
| 6M | -20.0% | +3.4% | -23.4% | -22.1% |
| YTD | -30.3% | +30.6% | -61.0% | -39.4% |
| 1Y | -42.4% | +30.6% | -73.0% | -49.9% |
| 3Y | -27.5% | +91.1% | -118.7% | -48.4% |
| 5Y | -14.9% | +68.6% | -83.5% | -36.5% |
| All | +195.9% | +50.9% | +145.0% | +181.7% |
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