+214.4%
PDD vs DRI
+170.4%
+44.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +5.9% | +3.7% | +2.2% | +5.2% |
| 30D | +7.1% | +13.5% | -6.4% | +4.5% |
| 3M | -7.7% | +10.4% | -18.1% | -9.5% |
| 6M | -13.2% | +19.5% | -32.7% | -16.4% |
| YTD | -26.0% | +28.2% | -54.2% | -29.8% |
| 1Y | -38.4% | +31.0% | -69.4% | -41.9% |
| 3Y | -21.1% | +67.1% | -88.2% | -30.3% |
| 5Y | +0.3% | +74.7% | -74.3% | -13.3% |
| All | +214.4% | +170.4% | +44.0% | +109.2% |
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