+207.9%
PDD vs DBX
+12.4%
+195.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.5% |
| 7D | -4.1% | -2.4% | -1.6% | -3.3% |
| 30D | -9.6% | -0.5% | -9.1% | -9.8% |
| 3M | -4.3% | +28.1% | -32.3% | -12.4% |
| 6M | -18.8% | +33.1% | -51.8% | -27.6% |
| YTD | -27.5% | +25.3% | -52.8% | -34.1% |
| 1Y | -33.6% | +18.3% | -52.0% | -38.8% |
| 3Y | -20.4% | +25.0% | -45.4% | -31.7% |
| 5Y | -19.6% | +7.5% | -27.1% | -30.1% |
| All | +207.9% | +12.4% | +195.5% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling