-23.7%
PDD vs DT
-27.0%
+3.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -4.1% | -3.3% | -0.8% | -2.8% |
| 30D | -9.6% | +2.0% | -11.6% | -10.9% |
| 3M | -4.3% | +20.0% | -24.3% | -12.9% |
| 6M | -18.8% | +39.3% | -58.0% | -32.8% |
| YTD | -27.5% | +19.8% | -47.2% | -35.8% |
| 1Y | -33.6% | +4.3% | -37.9% | -37.3% |
| 3Y | -20.4% | +7.7% | -28.1% | -31.0% |
| All | -23.7% | -27.0% | +3.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling