+201.5%
PDD vs DBX
+5.1%
+196.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -1.1% |
| 7D | -1.4% | -8.6% | +7.1% | +1.4% |
| 30D | -1.0% | -5.2% | +4.1% | +0.6% |
| 3M | -12.3% | -6.4% | -5.9% | -11.1% |
| 6M | -18.5% | +12.7% | -31.2% | -22.8% |
| YTD | -29.0% | +17.2% | -46.2% | -34.3% |
| 1Y | -40.7% | +5.5% | -46.3% | -43.2% |
| 3Y | -25.7% | +24.1% | -49.8% | -36.7% |
| 5Y | -3.3% | +14.2% | -17.5% | -17.2% |
| All | +201.5% | +5.1% | +196.4% | +140.6% |
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