-32.4%
PDD vs DOCN
+70.4%
-102.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.9% | +18.0% | +5.6% |
| 7D | +5.9% | -29.3% | +35.2% | +13.5% |
| 30D | +7.1% | -46.0% | +53.1% | +20.9% |
| 3M | -7.7% | -43.2% | +35.5% | +1.4% |
| 6M | -13.2% | -53.7% | +40.5% | -2.0% |
| YTD | -26.0% | +46.9% | -72.9% | -42.2% |
| 1Y | -38.4% | +54.3% | -92.8% | -52.7% |
| 3Y | -21.1% | +185.5% | -206.7% | -55.9% |
| 5Y | +0.3% | -31.1% | +31.4% | -22.9% |
| All | -32.4% | +70.4% | -102.8% | -57.4% |
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