-23.7%
PDD vs DOV
+17.7%
-41.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -4.1% | -2.7% | -1.4% | -2.8% |
| 30D | -9.6% | -8.1% | -1.5% | -5.8% |
| 3M | -4.3% | -9.4% | +5.1% | -0.6% |
| 6M | -18.8% | -12.6% | -6.1% | -14.3% |
| YTD | -27.5% | -0.5% | -27.0% | -29.1% |
| 1Y | -33.6% | +9.2% | -42.9% | -38.8% |
| 3Y | -20.4% | +34.1% | -54.5% | -38.9% |
| All | -23.7% | +17.7% | -41.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 5y: compounded portfolio wealth divided by compounded DOV 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…
5y analysis · Full analysis span regression · 6 months rolling