-29.0%
PDD vs DT
-11.2%
-17.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -7.6% | +2.7% | -10.4% | -8.0% |
| 30D | -5.4% | -30.4% | +25.0% | -1.1% |
| 3M | -12.9% | -9.4% | -3.5% | -12.4% |
| 6M | -19.0% | +14.5% | -33.5% | -21.3% |
| YTD | -31.6% | +3.6% | -35.2% | -32.4% |
| 1Y | -43.0% | -3.4% | -39.6% | -42.9% |
| All | -29.0% | -11.2% | -17.8% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling