+207.9%
PDD vs DG
+50.3%
+157.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -4.1% | +8.4% | -12.5% | -4.9% |
| 30D | -9.6% | +4.9% | -14.5% | -10.1% |
| 3M | -4.3% | +29.3% | -33.6% | -7.0% |
| 6M | -18.8% | -11.3% | -7.5% | -17.8% |
| YTD | -27.5% | +1.8% | -29.3% | -27.8% |
| 1Y | -33.6% | +25.3% | -59.0% | -35.7% |
| 3Y | -20.4% | +9.1% | -29.5% | -23.3% |
| 5Y | -19.6% | -34.9% | +15.3% | -14.9% |
| All | +207.9% | +50.3% | +157.6% | +112.3% |
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