+207.9%
PDD vs DE
+448.6%
-240.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +10.0% | -14.1% | -6.9% |
| 30D | -9.6% | +13.3% | -22.9% | -13.2% |
| 3M | -4.3% | +17.5% | -21.8% | -9.6% |
| 6M | -18.8% | +13.6% | -32.3% | -22.7% |
| YTD | -27.5% | +49.8% | -77.3% | -37.4% |
| 1Y | -33.6% | +47.9% | -81.5% | -42.6% |
| 3Y | -20.4% | +72.5% | -92.9% | -35.6% |
| 5Y | -19.6% | +90.2% | -109.8% | -38.5% |
| All | +207.9% | +448.6% | -240.7% | +39.6% |
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