-23.7%
PDD vs DOCN
+54.1%
-77.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | 0.0% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -9.6% | -9.6% | 0.0% | -8.1% |
| 3M | -4.3% | -37.7% | +33.4% | +4.9% |
| 6M | -18.8% | +115.2% | -134.0% | -39.8% |
| YTD | -27.5% | +133.7% | -161.2% | -48.4% |
| 1Y | -33.6% | +250.2% | -283.8% | -58.9% |
| 3Y | -20.4% | +320.3% | -340.7% | -59.7% |
| All | -23.7% | +54.1% | -77.8% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling