+201.5%
PDD vs DRI
+171.7%
+29.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.3% |
| 7D | -1.4% | +3.1% | -4.6% | -2.0% |
| 30D | -1.0% | +16.2% | -17.3% | -3.9% |
| 3M | -12.3% | +8.4% | -20.6% | -13.7% |
| 6M | -18.5% | +19.0% | -37.5% | -21.5% |
| YTD | -29.0% | +28.8% | -57.8% | -32.7% |
| 1Y | -40.7% | +33.1% | -73.9% | -44.3% |
| 3Y | -25.7% | +70.8% | -96.5% | -34.6% |
| 5Y | -3.3% | +74.2% | -77.5% | -16.5% |
| All | +201.5% | +171.7% | +29.8% | +100.4% |
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