-33.8%
PDD vs DOCN
+102.5%
-136.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.2% | +9.6% | +4.0% |
| 7D | +6.0% | -20.0% | +26.1% | +11.1% |
| 30D | +5.5% | -38.8% | +44.2% | +16.4% |
| 3M | -9.8% | -34.8% | +25.1% | -3.3% |
| 6M | -16.0% | -22.8% | +6.8% | -17.6% |
| YTD | -27.6% | +74.6% | -102.2% | -45.3% |
| 1Y | -38.6% | +116.4% | -155.1% | -56.7% |
| 3Y | -22.8% | +239.3% | -262.1% | -58.2% |
| 5Y | -5.2% | -20.2% | +15.0% | -29.3% |
| All | -33.8% | +102.5% | -136.3% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling