+201.5%
PDD vs DKS
+459.5%
-258.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.9% |
| 7D | -1.4% | +3.8% | -5.3% | -2.3% |
| 30D | -1.0% | +8.1% | -9.1% | -2.7% |
| 3M | -12.3% | -28.6% | +16.3% | -8.0% |
| 6M | -18.5% | -33.6% | +15.1% | -13.7% |
| YTD | -29.0% | -23.8% | -5.2% | -27.0% |
| 1Y | -40.7% | -30.7% | -10.0% | -38.0% |
| 3Y | -25.7% | +41.5% | -67.2% | -34.6% |
| 5Y | -3.3% | +23.0% | -26.3% | -16.8% |
| All | +201.5% | +459.5% | -258.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling