+194.4%
PDD vs DVA
+163.0%
+31.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | -4.4% | +2.0% | -6.4% | -4.7% |
| 30D | -15.5% | -0.4% | -15.1% | -15.4% |
| 3M | -4.1% | -7.7% | +3.6% | -3.2% |
| 6M | -23.4% | +20.0% | -43.4% | -26.6% |
| YTD | -30.7% | +61.1% | -91.8% | -37.4% |
| 1Y | -37.6% | +33.9% | -71.5% | -41.8% |
| 3Y | -17.5% | +91.5% | -109.1% | -30.3% |
| 5Y | -24.6% | +41.8% | -66.4% | -33.3% |
| All | +194.4% | +163.0% | +31.4% | +135.7% |
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