-18.7%
PDD vs DRI
+53.9%
-72.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.1% | +0.6% | -4.6% | -4.1% |
| 30D | -9.6% | +3.8% | -13.4% | -9.7% |
| 3M | -4.3% | +13.0% | -17.3% | -4.6% |
| 6M | -18.8% | +8.3% | -27.1% | -19.0% |
| YTD | -27.5% | +20.6% | -48.1% | -27.8% |
| 1Y | -33.6% | +6.5% | -40.1% | -33.9% |
| All | -18.7% | +53.9% | -72.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling