+195.9%
PDD vs DLTR
+59.1%
+136.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -3.5% |
| 30D | -2.4% | +21.5% | -23.9% | -5.9% |
| 3M | -12.7% | +11.6% | -24.3% | -14.7% |
| 6M | -20.0% | +58.7% | -78.8% | -27.3% |
| YTD | -30.3% | +16.2% | -46.5% | -32.9% |
| 1Y | -42.4% | +34.8% | -77.2% | -46.2% |
| 3Y | -27.5% | +25.3% | -52.8% | -33.6% |
| 5Y | -14.9% | +25.8% | -40.7% | -24.7% |
| All | +195.9% | +59.1% | +136.8% | +131.9% |
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