-39.3%
PDD vs DLR
+7.9%
-47.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +5.6% | -3.6% | +9.2% | +5.7% |
| 30D | +5.8% | -3.5% | +9.2% | +5.9% |
| 3M | -8.6% | -8.9% | +0.3% | -8.2% |
| 6M | -18.8% | -11.6% | -7.3% | -17.3% |
| YTD | -26.8% | +14.9% | -41.7% | -29.4% |
| 1Y | -39.3% | +6.4% | -45.7% | -42.4% |
| All | -39.3% | +7.9% | -47.2% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling