+211.0%
PDD vs DRI
+167.7%
+43.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +5.6% | +2.8% | +2.8% | +5.1% |
| 30D | +5.8% | +13.3% | -7.5% | +3.3% |
| 3M | -8.6% | +8.2% | -16.8% | -10.1% |
| 6M | -18.8% | +17.5% | -36.4% | -21.6% |
| YTD | -26.8% | +26.9% | -53.7% | -30.4% |
| 1Y | -39.3% | +31.6% | -70.8% | -42.8% |
| 3Y | -22.5% | +67.0% | -89.5% | -31.5% |
| 5Y | -0.8% | +72.9% | -73.7% | -14.1% |
| All | +211.0% | +167.7% | +43.3% | +107.3% |
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