+195.9%
PDD vs DTE
+98.0%
+97.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -2.4% | +9.1% | -11.5% | -2.7% |
| 3M | -12.7% | +2.4% | -15.1% | -12.8% |
| 6M | -20.0% | -0.2% | -19.8% | -20.1% |
| YTD | -30.3% | +11.0% | -41.3% | -30.8% |
| 1Y | -42.4% | +3.4% | -45.8% | -42.5% |
| 3Y | -27.5% | +57.1% | -84.6% | -29.6% |
| 5Y | -14.9% | +46.6% | -61.5% | -17.4% |
| All | +195.9% | +98.0% | +97.9% | +170.4% |
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