-18.7%
PDD vs DG
+9.1%
-27.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | -4.1% | +8.4% | -12.5% | -4.1% |
| 30D | -9.6% | +4.9% | -14.5% | -9.6% |
| 3M | -4.3% | +29.3% | -33.6% | -4.2% |
| 6M | -18.8% | -11.3% | -7.5% | -18.6% |
| YTD | -27.5% | +1.8% | -29.3% | -27.3% |
| 1Y | -33.6% | +25.3% | -59.0% | -33.3% |
| All | -18.7% | +9.1% | -27.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling