-25.7%
PDD vs DLTR
+18.8%
-44.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.7% | -3.6% |
| 7D | -1.4% | -1.0% | -0.5% | -1.5% |
| 30D | -1.0% | +15.7% | -16.7% | -2.9% |
| 3M | -12.3% | +4.8% | -17.1% | -13.0% |
| 6M | -18.5% | +45.6% | -64.1% | -22.4% |
| YTD | -29.0% | +11.6% | -40.6% | -30.0% |
| 1Y | -40.7% | +29.8% | -70.5% | -42.9% |
| 3Y | -25.7% | +20.8% | -46.5% | -33.7% |
| All | -25.7% | +18.8% | -44.5% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling