-27.2%
PDD vs DRI
+69.5%
-96.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.0% | +4.2% | -5.2% | -1.2% |
| 30D | -2.4% | +15.7% | -18.1% | -3.1% |
| 3M | -14.6% | +5.8% | -20.4% | -14.9% |
| 6M | -19.6% | +18.4% | -38.0% | -20.2% |
| YTD | -30.0% | +28.2% | -58.2% | -30.5% |
| 1Y | -42.5% | +35.9% | -78.4% | -43.0% |
| 3Y | -27.2% | +67.7% | -94.9% | -11.7% |
| All | -27.2% | +69.5% | -96.7% | -11.7% |
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 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