+195.9%
PDD vs DG
+55.8%
+140.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.8% | -3.0% | -0.9% | -3.5% |
| 30D | -2.4% | +8.6% | -11.0% | -3.3% |
| 3M | -12.7% | +15.0% | -27.7% | -14.1% |
| 6M | -20.0% | +32.7% | -52.7% | -22.7% |
| YTD | -30.3% | +5.5% | -35.8% | -31.0% |
| 1Y | -42.4% | +34.6% | -77.0% | -44.6% |
| 3Y | -27.5% | +24.2% | -51.8% | -31.8% |
| 5Y | -14.9% | -32.3% | +17.3% | -10.5% |
| All | +195.9% | +55.8% | +140.1% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling