+207.9%
PDD vs DLR
+109.8%
+98.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +1.6% | -5.6% | -4.5% |
| 30D | -9.6% | -3.4% | -6.2% | -8.9% |
| 3M | -4.3% | +0.5% | -4.8% | -5.0% |
| 6M | -18.8% | +4.6% | -23.3% | -20.2% |
| YTD | -27.5% | +23.4% | -50.9% | -32.0% |
| 1Y | -33.6% | +19.0% | -52.7% | -37.3% |
| 3Y | -20.4% | +56.5% | -76.9% | -31.8% |
| 5Y | -19.6% | +33.3% | -52.9% | -31.7% |
| All | +207.9% | +109.8% | +98.1% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling