+195.8%
PDD vs DVA
+150.8%
+44.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.9% | -8.8% | +3.9% | -3.4% |
| 30D | -3.0% | -3.4% | +0.4% | -2.6% |
| 3M | -6.2% | -2.6% | -3.6% | -5.9% |
| 6M | -20.7% | -11.9% | -8.8% | -19.6% |
| YTD | -30.4% | +53.6% | -84.0% | -36.7% |
| 1Y | -41.3% | +41.9% | -83.1% | -45.9% |
| 3Y | -27.7% | +97.5% | -125.2% | -39.0% |
| 5Y | -16.9% | +65.0% | -81.8% | -29.4% |
| All | +195.8% | +150.8% | +44.9% | +138.3% |
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