-23.8%
PDD vs DE
+95.7%
-119.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.5% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -13.1% | +9.6% | -22.7% | -15.4% |
| 3M | -3.5% | +19.0% | -22.4% | -8.8% |
| 6M | -21.8% | +16.1% | -37.9% | -25.8% |
| YTD | -29.7% | +47.0% | -76.7% | -38.7% |
| 1Y | -36.2% | +43.1% | -79.4% | -44.0% |
| 3Y | -16.4% | +77.5% | -93.8% | -32.6% |
| 5Y | -23.8% | +96.4% | -120.2% | -42.9% |
| All | -23.8% | +95.7% | -119.5% | -42.9% |
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