-27.7%
PDD vs DLR
+54.1%
-81.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | -4.9% | +3.3% | -8.2% | -5.4% |
| 30D | -3.0% | +4.6% | -7.6% | -3.9% |
| 3M | -6.2% | -8.3% | +2.1% | -5.1% |
| 6M | -20.7% | -5.6% | -15.1% | -20.4% |
| YTD | -30.4% | +18.7% | -49.1% | -33.2% |
| 1Y | -41.3% | +17.1% | -58.4% | -43.5% |
| 3Y | -27.7% | +54.4% | -82.1% | -32.9% |
| All | -27.7% | +54.1% | -81.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling