+194.4%
PDD vs DBX
+11.6%
+182.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | -15.5% | 0.0% | -15.5% | -15.8% |
| 3M | -4.1% | +26.1% | -30.2% | -11.8% |
| 6M | -23.4% | +29.4% | -52.8% | -31.1% |
| YTD | -30.7% | +24.4% | -55.1% | -36.8% |
| 1Y | -37.6% | +10.9% | -48.5% | -41.1% |
| 3Y | -17.5% | +24.1% | -41.6% | -29.1% |
| 5Y | -24.6% | +7.8% | -32.4% | -34.4% |
| All | +194.4% | +11.6% | +182.8% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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