+207.9%
PDD vs DRI
+154.4%
+53.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.1% | +0.6% | -4.6% | -4.2% |
| 30D | -9.6% | +3.8% | -13.4% | -10.3% |
| 3M | -4.3% | +13.0% | -17.3% | -6.7% |
| 6M | -18.8% | +8.3% | -27.1% | -20.3% |
| YTD | -27.5% | +20.6% | -48.1% | -30.4% |
| 1Y | -33.6% | +6.5% | -40.1% | -34.9% |
| 3Y | -20.4% | +53.7% | -74.1% | -28.5% |
| 5Y | -19.6% | +72.7% | -92.3% | -30.1% |
| All | +207.9% | +154.4% | +53.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling