-25.0%
PDD vs DGX
+59.5%
-84.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.5% |
| 7D | -4.6% | -3.5% | -1.2% | -3.8% |
| 30D | -14.0% | -2.7% | -11.3% | -13.4% |
| 3M | -4.9% | +13.9% | -18.8% | -7.9% |
| 6M | -25.8% | +16.0% | -41.8% | -28.6% |
| YTD | -31.4% | +34.9% | -66.3% | -36.9% |
| 1Y | -37.6% | +30.6% | -68.1% | -42.3% |
| 3Y | -18.4% | +93.0% | -111.3% | -35.8% |
| 5Y | -25.0% | +64.4% | -89.4% | -37.2% |
| All | -25.0% | +59.5% | -84.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling