+195.8%
PDD vs DGX
+184.1%
+11.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +1.6% | -6.4% | -5.2% |
| 30D | -3.0% | +11.2% | -14.3% | -5.5% |
| 3M | -6.2% | +10.4% | -16.6% | -8.5% |
| 6M | -20.7% | +37.1% | -57.8% | -26.8% |
| YTD | -30.4% | +52.1% | -82.5% | -37.7% |
| 1Y | -41.3% | +40.7% | -82.0% | -46.4% |
| 3Y | -27.7% | +107.6% | -135.3% | -41.6% |
| 5Y | -16.9% | +90.6% | -107.5% | -32.0% |
| All | +195.8% | +184.1% | +11.6% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling