-0.3%
PDD vs DG
-34.7%
+34.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | +5.6% | +1.1% | +4.5% | +5.6% |
| 30D | +5.8% | +9.5% | -3.7% | +5.3% |
| 3M | -8.6% | +5.5% | -14.1% | -8.9% |
| 6M | -18.8% | +16.1% | -34.9% | -19.3% |
| YTD | -26.8% | +2.7% | -29.4% | -26.8% |
| 1Y | -39.3% | +42.1% | -81.4% | -40.2% |
| 3Y | -22.5% | +19.3% | -41.8% | -24.2% |
| All | -0.3% | -34.7% | +34.4% | +1.0% |
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 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