+191.5%
PDD vs DLTR
+32.2%
+159.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | -9.4% | +4.8% | -3.0% |
| 30D | -14.0% | -7.3% | -6.6% | -12.9% |
| 3M | -4.9% | +7.6% | -12.4% | -6.3% |
| 6M | -25.8% | +1.6% | -27.3% | -26.5% |
| YTD | -31.4% | -3.5% | -27.8% | -31.5% |
| 1Y | -37.6% | +20.0% | -57.6% | -40.5% |
| 3Y | -18.4% | +2.3% | -20.6% | -22.3% |
| 5Y | -25.0% | +31.5% | -56.5% | -35.1% |
| All | +191.5% | +32.2% | +159.4% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DLTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling