+211.0%
PDD vs DE
+432.5%
-221.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | +5.8% | +2.3% | +3.5% | +4.9% |
| 3M | -8.6% | +9.5% | -18.1% | -11.6% |
| 6M | -18.8% | +14.1% | -32.9% | -23.0% |
| YTD | -26.8% | +45.4% | -72.2% | -36.4% |
| 1Y | -39.3% | +42.9% | -82.2% | -47.1% |
| 3Y | -22.5% | +84.8% | -107.3% | -39.0% |
| 5Y | -0.8% | +101.8% | -102.6% | -25.7% |
| All | +211.0% | +432.5% | -221.6% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling