+195.9%
PDD vs DVA
+163.7%
+32.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.9% |
| 7D | -3.8% | -4.8% | +0.9% | -3.0% |
| 30D | -2.4% | +0.9% | -3.3% | -2.6% |
| 3M | -12.7% | +2.9% | -15.6% | -13.3% |
| 6M | -20.0% | -7.8% | -12.3% | -19.5% |
| YTD | -30.3% | +61.5% | -91.8% | -37.2% |
| 1Y | -42.4% | +50.1% | -92.5% | -47.4% |
| 3Y | -27.5% | +121.1% | -148.7% | -40.2% |
| 5Y | -14.9% | +72.9% | -87.8% | -28.3% |
| All | +195.9% | +163.7% | +32.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling