-38.4%
PDD vs DOCS
-49.5%
+11.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +2.4% |
| 7D | +5.9% | -1.3% | +7.2% | +5.9% |
| 30D | +7.1% | +19.4% | -12.3% | +6.1% |
| 3M | -7.7% | +53.4% | -61.1% | -9.8% |
| 6M | -13.2% | +28.8% | -42.0% | -15.3% |
| YTD | -26.0% | -25.1% | -0.9% | -26.5% |
| 1Y | -38.4% | -48.1% | +9.7% | -38.8% |
| All | -38.4% | -49.5% | +11.0% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling