+197.4%
PDD vs DD
+52.2%
+145.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -1.0% | +2.2% | -3.2% | -2.2% |
| 30D | -2.4% | +20.7% | -23.1% | -10.7% |
| 3M | -14.6% | +11.3% | -25.9% | -19.3% |
| 6M | -19.6% | +6.0% | -25.6% | -22.5% |
| YTD | -30.0% | +31.7% | -61.7% | -39.3% |
| 1Y | -42.5% | +32.2% | -74.8% | -50.3% |
| 3Y | -27.2% | +92.7% | -119.9% | -48.4% |
| 5Y | -8.2% | +72.1% | -80.3% | -32.0% |
| All | +197.4% | +52.2% | +145.2% | +182.1% |
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