-0.3%
PDD vs DE
+98.0%
-98.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | +5.8% | +2.3% | +3.5% | +5.0% |
| 3M | -8.6% | +9.5% | -18.1% | -11.2% |
| 6M | -18.8% | +14.1% | -32.9% | -22.6% |
| YTD | -26.8% | +45.4% | -72.2% | -36.0% |
| 1Y | -39.3% | +42.9% | -82.2% | -46.7% |
| 3Y | -22.5% | +84.8% | -107.3% | -38.5% |
| All | -0.3% | +98.0% | -98.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling