+195.8%
PDD vs DRI
+170.5%
+25.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.9% | +1.1% | -5.9% | -5.1% |
| 30D | -3.0% | +9.7% | -12.7% | -4.7% |
| 3M | -6.2% | +3.2% | -9.4% | -6.8% |
| 6M | -20.7% | +20.6% | -41.3% | -23.8% |
| YTD | -30.4% | +28.3% | -58.6% | -34.0% |
| 1Y | -41.3% | +34.5% | -75.8% | -44.9% |
| 3Y | -27.7% | +66.5% | -94.2% | -36.0% |
| 5Y | -16.9% | +79.6% | -96.5% | -28.4% |
| All | +195.8% | +170.5% | +25.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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