-5.2%
PDD vs DOC
-22.8%
+17.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | +6.0% | +8.7% | -2.7% | +3.0% |
| 30D | +5.5% | +7.6% | -2.2% | +2.7% |
| 3M | -9.8% | -5.3% | -4.5% | -8.2% |
| 6M | -16.0% | +27.6% | -43.6% | -23.9% |
| YTD | -27.6% | +32.4% | -60.0% | -35.5% |
| 1Y | -38.6% | +22.9% | -61.5% | -43.9% |
| 3Y | -22.8% | +43.1% | -65.9% | -37.2% |
| 5Y | -5.2% | -21.4% | +16.2% | +3.7% |
| All | -5.2% | -22.8% | +17.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling