+194.4%
PDD vs DLTR
+31.9%
+162.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -0.6% |
| 7D | -4.4% | -10.2% | +5.8% | -2.6% |
| 30D | -15.5% | -8.5% | -7.0% | -14.2% |
| 3M | -4.1% | +5.6% | -9.6% | -5.1% |
| 6M | -23.4% | +2.2% | -25.6% | -24.3% |
| YTD | -30.7% | -3.8% | -26.9% | -30.8% |
| 1Y | -37.6% | +22.9% | -60.6% | -40.9% |
| 3Y | -17.5% | +2.0% | -19.6% | -21.5% |
| 5Y | -24.6% | +29.8% | -54.4% | -34.6% |
| All | +194.4% | +31.9% | +162.6% | +139.3% |
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