-13.6%
PDD vs DGX
+90.8%
-104.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -6.2% | +10.4% | -16.6% | -8.2% |
| 6M | -20.7% | +37.1% | -57.8% | -26.1% |
| YTD | -30.4% | +52.1% | -82.5% | -37.0% |
| 1Y | -41.3% | +40.7% | -82.0% | -45.8% |
| 3Y | -27.7% | +107.6% | -135.3% | -42.1% |
| All | -13.6% | +90.8% | -104.4% | -30.1% |
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