+201.5%
PDD vs DLR
+101.9%
+99.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.9% |
| 7D | -1.4% | +2.4% | -3.8% | -2.2% |
| 30D | -1.0% | +0.7% | -1.8% | -1.5% |
| 3M | -12.3% | -6.4% | -5.8% | -11.2% |
| 6M | -18.5% | -6.5% | -12.0% | -17.9% |
| YTD | -29.0% | +18.8% | -47.8% | -33.0% |
| 1Y | -40.7% | +9.0% | -49.8% | -42.8% |
| 3Y | -25.7% | +54.5% | -80.2% | -36.3% |
| 5Y | -3.3% | +35.8% | -39.1% | -17.9% |
| All | +201.5% | +101.9% | +99.6% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling