+190.4%
PDD vs DD
+50.0%
+140.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -7.6% | +6.7% | -14.4% | -10.4% |
| 30D | -5.4% | +19.4% | -24.8% | -13.1% |
| 3M | -12.9% | +7.6% | -20.6% | -16.4% |
| 6M | -19.0% | +2.9% | -21.9% | -20.9% |
| YTD | -31.6% | +29.9% | -61.5% | -40.4% |
| 1Y | -43.0% | +28.6% | -71.7% | -50.1% |
| 3Y | -28.9% | +90.0% | -118.9% | -49.3% |
| 5Y | -18.4% | +68.1% | -86.5% | -39.0% |
| All | +190.4% | +50.0% | +140.3% | +177.1% |
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