-35.6%
PDD vs DOCS
-36.0%
+0.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -4.1% | -1.4% | -2.6% | -3.8% |
| 30D | -9.6% | +21.8% | -31.4% | -14.1% |
| 3M | -4.3% | +27.3% | -31.6% | -9.8% |
| 6M | -18.8% | -0.3% | -18.4% | -20.7% |
| YTD | -27.5% | -40.5% | +13.0% | -21.9% |
| 1Y | -33.6% | -61.5% | +27.9% | -22.1% |
| 3Y | -20.4% | +8.2% | -28.6% | -34.2% |
| 5Y | -19.6% | -73.4% | +53.8% | -17.5% |
| All | -35.6% | -36.0% | +0.4% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling