-18.7%
PDD vs DD
+43.0%
-61.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -4.1% | -3.5% | -0.5% | -2.7% |
| 30D | -9.6% | -10.3% | +0.7% | -5.8% |
| 3M | -4.3% | -7.5% | +3.3% | -1.7% |
| 6M | -18.8% | -8.0% | -10.8% | -16.6% |
| YTD | -27.5% | +10.5% | -38.0% | -31.2% |
| 1Y | -33.6% | +38.3% | -71.9% | -42.9% |
| All | -18.7% | +43.0% | -61.6% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling