-13.6%
PDD vs DG
-35.8%
+22.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -4.9% | +0.3% | -5.2% | -4.9% |
| 30D | -3.0% | +3.2% | -6.3% | -3.2% |
| 3M | -6.2% | +10.4% | -16.6% | -6.6% |
| 6M | -20.7% | +33.2% | -53.9% | -21.7% |
| YTD | -30.4% | +3.0% | -33.3% | -30.4% |
| 1Y | -41.3% | +31.2% | -72.5% | -41.9% |
| 3Y | -27.7% | +21.8% | -49.5% | -29.4% |
| All | -13.6% | -35.8% | +22.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling