+195.8%
PDD vs DD
+49.1%
+146.6%
-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% | +2.5% | +2.1% |
| 7D | -4.9% | +5.0% | -9.8% | -7.0% |
| 30D | -3.0% | +19.7% | -22.7% | -11.0% |
| 3M | -6.2% | +7.2% | -13.4% | -9.8% |
| 6M | -20.7% | +1.0% | -21.7% | -22.0% |
| YTD | -30.4% | +29.1% | -59.5% | -39.1% |
| 1Y | -41.3% | +28.5% | -69.8% | -48.6% |
| 3Y | -27.7% | +89.4% | -117.2% | -48.4% |
| 5Y | -16.9% | +67.1% | -84.0% | -37.7% |
| All | +195.8% | +49.1% | +146.6% | +183.0% |
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