+190.4%
PDD vs DKS
+451.8%
-261.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -7.6% | +3.3% | -10.9% | -8.2% |
| 30D | -5.4% | +5.9% | -11.3% | -6.6% |
| 3M | -12.9% | -27.4% | +14.5% | -9.0% |
| 6M | -19.0% | -32.6% | +13.6% | -14.5% |
| YTD | -31.6% | -24.8% | -6.8% | -29.5% |
| 1Y | -43.0% | -32.8% | -10.2% | -40.0% |
| 3Y | -28.9% | +39.1% | -68.0% | -37.2% |
| 5Y | -18.4% | +25.0% | -43.4% | -29.9% |
| All | +190.4% | +451.8% | -261.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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