-36.2%
PDD vs DG
+18.0%
-54.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.8% |
| 7D | -4.1% | -2.5% | -1.7% | -4.0% |
| 30D | -13.1% | +1.0% | -14.1% | -13.1% |
| 3M | -3.5% | +20.3% | -23.8% | -4.1% |
| 6M | -21.8% | -11.7% | -10.0% | -20.2% |
| YTD | -29.7% | -2.3% | -27.3% | -28.7% |
| 1Y | -36.2% | +20.0% | -56.2% | -35.6% |
| All | -36.2% | +18.0% | -54.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling