-5.2%
PDD vs DECK
+31.2%
-36.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +0.5% |
| 7D | +6.0% | +10.4% | -4.3% | +2.7% |
| 30D | +5.5% | +11.1% | -5.6% | +1.9% |
| 3M | -9.8% | -10.8% | +1.0% | -6.7% |
| 6M | -16.0% | -8.7% | -7.2% | -14.5% |
| YTD | -27.6% | -14.0% | -13.5% | -25.8% |
| 1Y | -38.6% | +12.0% | -50.7% | -43.0% |
| 3Y | -22.8% | -10.5% | -12.3% | -38.4% |
| 5Y | -5.2% | +28.5% | -33.7% | -41.9% |
| All | -5.2% | +31.2% | -36.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling