-18.8%
PDD vs DG
+15.9%
-34.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | +5.6% | +1.1% | +4.5% | +5.5% |
| 30D | +5.8% | +9.5% | -3.7% | +5.8% |
| 3M | -8.6% | +5.5% | -14.1% | -8.4% |
| 6M | -18.8% | +16.1% | -34.9% | -18.0% |
| All | -18.8% | +15.9% | -34.8% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling