+1,333.6%
DELL vs PDD
+198.0%
+1,135.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.0% | -7.4% |
| 7D | +4.9% | -4.9% | +9.8% | +5.4% |
| 30D | -32.1% | -3.0% | -29.0% | -32.0% |
| 3M | -30.2% | -6.2% | -24.1% | -30.0% |
| 6M | +41.7% | -20.7% | +62.4% | +44.4% |
| YTD | +176.6% | -30.4% | +206.9% | +185.7% |
| 1Y | +159.9% | -41.3% | +201.2% | +173.4% |
| 3Y | +388.0% | -27.7% | +415.7% | +393.6% |
| 5Y | +578.2% | -16.9% | +595.1% | +544.1% |
| All | +1,333.6% | +198.0% | +1,135.6% | +986.6% |
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