+211.0%
PDD vs DG
+51.7%
+159.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | +5.6% | +1.1% | +4.5% | +5.5% |
| 30D | +5.8% | +9.5% | -3.7% | +4.7% |
| 3M | -8.6% | +5.5% | -14.1% | -9.3% |
| 6M | -18.8% | +16.1% | -34.9% | -20.4% |
| YTD | -26.8% | +2.7% | -29.4% | -27.2% |
| 1Y | -39.3% | +42.1% | -81.4% | -42.0% |
| 3Y | -22.5% | +19.3% | -41.8% | -26.6% |
| 5Y | -0.8% | -35.3% | +34.6% | +5.4% |
| All | +211.0% | +51.7% | +159.3% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling