+195.8%
PDD vs DE
+434.0%
-238.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.0% | +3.6% | -6.6% | -4.1% |
| 3M | -6.2% | +10.2% | -16.4% | -9.4% |
| 6M | -20.7% | +16.6% | -37.3% | -25.3% |
| YTD | -30.4% | +45.8% | -76.2% | -39.6% |
| 1Y | -41.3% | +43.9% | -85.2% | -49.0% |
| 3Y | -27.7% | +89.6% | -117.3% | -43.6% |
| 5Y | -16.9% | +100.3% | -117.2% | -37.6% |
| All | +195.8% | +434.0% | -238.3% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling