+74.7%
DAL vs PDD
+213.3%
-138.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +8.8% | +5.6% | +3.2% | +8.2% |
| 30D | +5.4% | +5.8% | -0.4% | +4.8% |
| 3M | -4.9% | -8.6% | +3.7% | -4.1% |
| 6M | +19.8% | -18.8% | +38.7% | +22.1% |
| YTD | +27.0% | -26.8% | +53.8% | +30.7% |
| 1Y | +52.5% | -39.3% | +91.7% | +59.8% |
| 3Y | +173.8% | -22.5% | +196.3% | +173.6% |
| 5Y | +104.5% | -0.8% | +105.3% | +85.1% |
| All | +74.7% | +213.3% | -138.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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