+198.7%
PDD vs DGX
+156.8%
+41.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -13.1% | -1.2% | -11.9% | -12.8% |
| 3M | -3.5% | +19.9% | -23.4% | -7.7% |
| 6M | -21.8% | +19.2% | -41.0% | -25.3% |
| YTD | -29.7% | +37.5% | -67.2% | -35.4% |
| 1Y | -36.2% | +31.3% | -67.5% | -40.9% |
| 3Y | -16.4% | +96.6% | -113.0% | -31.7% |
| 5Y | -23.8% | +64.3% | -88.1% | -35.4% |
| All | +198.7% | +156.8% | +41.9% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling