-27.7%
PDD vs DBX
+26.6%
-54.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.9% | -3.3% | -1.6% | -4.6% |
| 30D | -3.0% | -5.9% | +2.8% | -2.5% |
| 3M | -6.2% | -6.7% | +0.5% | -5.7% |
| 6M | -20.7% | +28.0% | -48.7% | -22.8% |
| YTD | -30.4% | +20.6% | -51.0% | -31.8% |
| 1Y | -41.3% | +10.3% | -51.6% | -42.0% |
| 3Y | -27.7% | +24.0% | -51.8% | -32.2% |
| All | -27.7% | +26.6% | -54.3% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling