-33.1%
PDD vs DOCN
+74.7%
-107.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.6% |
| 7D | +5.6% | -19.2% | +24.8% | +10.0% |
| 30D | +5.8% | -43.1% | +48.8% | +18.0% |
| 3M | -8.6% | -40.7% | +32.1% | -0.6% |
| 6M | -18.8% | -55.0% | +36.1% | -7.7% |
| YTD | -26.8% | +50.6% | -77.4% | -43.1% |
| 1Y | -39.3% | +54.0% | -93.2% | -53.3% |
| 3Y | -22.5% | +203.9% | -226.4% | -57.5% |
| 5Y | -0.8% | -29.4% | +28.6% | -24.2% |
| All | -33.1% | +74.7% | -107.8% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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