-22.5%
PDD vs DRI
+66.4%
-88.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +5.6% | +2.8% | +2.8% | +5.4% |
| 30D | +5.8% | +13.3% | -7.5% | +5.1% |
| 3M | -8.6% | +8.2% | -16.8% | -8.9% |
| 6M | -18.8% | +17.5% | -36.4% | -19.4% |
| YTD | -26.8% | +26.9% | -53.7% | -27.3% |
| 1Y | -39.3% | +31.6% | -70.8% | -39.8% |
| 3Y | -22.5% | +67.0% | -89.5% | -2.3% |
| All | -22.5% | +66.4% | -88.9% | -2.3% |
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 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