-25.7%
PDD vs DVA
+118.6%
-144.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.0% | +3.5% | -4.6% | -1.5% |
| 3M | -12.3% | +1.0% | -13.2% | -12.4% |
| 6M | -18.5% | -6.6% | -11.9% | -18.4% |
| YTD | -29.0% | +63.3% | -92.3% | -33.8% |
| 1Y | -40.7% | +50.0% | -90.7% | -44.1% |
| 3Y | -25.7% | +120.1% | -145.8% | -33.1% |
| All | -25.7% | +118.6% | -144.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling