-38.6%
PDD vs DE
+49.6%
-88.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.5% |
| 7D | +6.0% | +5.6% | +0.4% | +6.1% |
| 30D | +5.5% | -0.8% | +6.3% | +5.5% |
| 3M | -9.8% | +9.8% | -19.6% | -9.6% |
| 6M | -16.0% | +17.5% | -33.5% | -16.5% |
| YTD | -27.6% | +46.5% | -74.0% | -28.4% |
| 1Y | -38.6% | +46.1% | -84.7% | -39.4% |
| All | -38.6% | +49.6% | -88.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling