+194.4%
PDD vs DTE
+91.1%
+103.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -15.5% | -0.5% | -14.9% | -15.5% |
| 3M | -4.1% | -6.0% | +2.0% | -3.9% |
| 6M | -23.4% | -7.2% | -16.2% | -23.2% |
| YTD | -30.7% | +7.2% | -37.8% | -31.0% |
| 1Y | -37.6% | +4.1% | -41.7% | -37.9% |
| 3Y | -17.5% | +46.9% | -64.4% | -19.6% |
| 5Y | -24.6% | +32.9% | -57.5% | -26.5% |
| All | +194.4% | +91.1% | +103.3% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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