-34.3%
PDD vs DOCS
-19.4%
-14.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.0% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | +7.1% | +19.4% | -12.3% | +3.4% |
| 3M | -7.7% | +53.4% | -61.1% | -16.2% |
| 6M | -13.2% | +28.8% | -42.0% | -19.4% |
| YTD | -26.0% | -25.1% | -0.9% | -23.9% |
| 1Y | -38.4% | -48.1% | +9.7% | -32.0% |
| 3Y | -21.1% | +51.4% | -72.5% | -39.7% |
| 5Y | +0.3% | -51.1% | +51.4% | -4.8% |
| All | -34.3% | -19.4% | -14.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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