-0.3%
PDD vs DBX
+23.7%
-23.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.1% |
| 7D | +5.6% | -4.4% | +10.0% | +7.4% |
| 30D | +5.8% | +4.8% | +1.0% | +3.8% |
| 3M | -8.6% | +0.3% | -9.0% | -9.7% |
| 6M | -18.8% | +40.4% | -59.2% | -31.0% |
| YTD | -26.8% | +24.7% | -51.5% | -34.8% |
| 1Y | -39.3% | +20.9% | -60.2% | -45.5% |
| 3Y | -22.5% | +34.5% | -57.0% | -42.3% |
| All | -0.3% | +23.7% | -23.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling