-33.6%
PDD vs DOW
+30.0%
-63.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -4.1% | -2.4% | -1.7% | -4.0% |
| 30D | -9.6% | +0.4% | -10.0% | -9.6% |
| 3M | -4.3% | -14.4% | +10.1% | -3.3% |
| 6M | -18.8% | -7.0% | -11.8% | -20.3% |
| YTD | -27.5% | +30.2% | -57.7% | -33.8% |
| 1Y | -33.6% | +29.2% | -62.8% | -39.8% |
| All | -33.6% | +30.0% | -63.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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