+255.3%
PDD vs DT
+72.4%
+182.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.5% |
| 7D | -1.4% | -20.2% | +18.8% | +6.9% |
| 30D | -1.0% | -30.8% | +29.7% | +13.1% |
| 3M | -12.3% | -10.2% | -2.1% | -10.2% |
| 6M | -18.5% | +8.0% | -26.5% | -23.8% |
| YTD | -29.0% | +1.5% | -30.5% | -33.1% |
| 1Y | -40.7% | -6.9% | -33.8% | -42.1% |
| 3Y | -25.7% | -10.9% | -14.8% | -29.4% |
| 5Y | -3.3% | -42.2% | +38.9% | +3.0% |
| All | +255.3% | +72.4% | +182.8% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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