-23.8%
PDD vs DVA
+38.1%
-61.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -4.1% | +2.2% | -6.3% | -4.4% |
| 30D | -13.1% | -2.0% | -11.1% | -12.9% |
| 3M | -3.5% | -6.3% | +2.8% | -3.1% |
| 6M | -21.8% | +19.4% | -41.2% | -24.3% |
| YTD | -29.7% | +58.5% | -88.2% | -34.9% |
| 1Y | -36.2% | +33.9% | -70.1% | -39.5% |
| 3Y | -16.4% | +88.4% | -104.8% | -26.7% |
| 5Y | -23.8% | +39.5% | -63.4% | -30.5% |
| All | -23.8% | +38.1% | -61.9% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling