+207.9%
PDD vs DOC
+20.7%
+187.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -4.1% | -1.5% | -2.6% | -3.8% |
| 30D | -9.6% | -4.8% | -4.8% | -8.7% |
| 3M | -4.3% | +6.9% | -11.2% | -5.8% |
| 6M | -18.8% | +20.7% | -39.5% | -22.3% |
| YTD | -27.5% | +34.1% | -61.6% | -32.2% |
| 1Y | -33.6% | +22.6% | -56.3% | -36.9% |
| 3Y | -20.4% | +20.8% | -41.2% | -25.0% |
| 5Y | -19.6% | -24.9% | +5.3% | -19.0% |
| All | +207.9% | +20.7% | +187.2% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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