+207.9%
PDD vs DVA
+164.4%
+43.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -4.1% | +1.8% | -5.9% | -4.4% |
| 30D | -9.6% | -2.5% | -7.1% | -9.2% |
| 3M | -4.3% | -4.3% | 0.0% | -4.1% |
| 6M | -18.8% | +18.9% | -37.6% | -22.0% |
| YTD | -27.5% | +61.9% | -89.4% | -34.6% |
| 1Y | -33.6% | +35.7% | -69.4% | -38.2% |
| 3Y | -20.4% | +78.6% | -99.1% | -31.7% |
| 5Y | -19.6% | +39.2% | -58.8% | -28.5% |
| All | +207.9% | +164.4% | +43.5% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling