+197.4%
PDD vs DLR
+102.8%
+94.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -2.4% | +1.2% | -3.6% | -2.9% |
| 3M | -14.6% | -4.8% | -9.8% | -14.0% |
| 6M | -19.6% | -6.1% | -13.5% | -19.1% |
| YTD | -30.0% | +19.3% | -49.3% | -34.0% |
| 1Y | -42.5% | +10.0% | -52.5% | -44.7% |
| 3Y | -27.2% | +53.8% | -81.0% | -37.5% |
| 5Y | -8.2% | +39.1% | -47.3% | -22.3% |
| All | +197.4% | +102.8% | +94.6% | +134.3% |
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