+195.8%
PDD vs DLTR
+53.8%
+142.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.3% |
| 7D | -4.9% | +5.3% | -10.2% | -5.8% |
| 30D | -3.0% | +13.4% | -16.4% | -5.4% |
| 3M | -6.2% | +6.6% | -12.8% | -7.6% |
| 6M | -20.7% | +59.1% | -79.8% | -28.0% |
| YTD | -30.4% | +12.3% | -42.6% | -32.6% |
| 1Y | -41.3% | +33.9% | -75.1% | -45.2% |
| 3Y | -27.7% | +23.0% | -50.7% | -33.6% |
| 5Y | -16.9% | +22.1% | -39.0% | -26.1% |
| All | +195.8% | +53.8% | +142.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling