+207.9%
PDD vs DLTR
+46.4%
+161.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +2.5% | -6.5% | -4.5% |
| 30D | -9.6% | +2.1% | -11.7% | -10.0% |
| 3M | -4.3% | +20.3% | -24.5% | -7.5% |
| 6M | -18.8% | +11.5% | -30.3% | -20.9% |
| YTD | -27.5% | +6.8% | -34.3% | -29.0% |
| 1Y | -33.6% | +31.1% | -64.7% | -37.7% |
| 3Y | -20.4% | +10.7% | -31.1% | -25.2% |
| 5Y | -19.6% | +41.6% | -61.2% | -31.2% |
| All | +207.9% | +46.4% | +161.5% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling