-14.9%
PDD vs DE
+75.8%
-90.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +10.0% | -14.1% | -5.5% |
| 30D | -9.6% | +13.3% | -22.9% | -11.5% |
| 3M | -4.3% | +17.5% | -21.8% | -7.3% |
| 6M | -18.8% | +13.6% | -32.3% | -21.0% |
| YTD | -27.5% | +49.8% | -77.3% | -34.3% |
| 1Y | -33.6% | +47.9% | -81.5% | -39.8% |
| All | -14.9% | +75.8% | -90.7% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling