-23.8%
PDD vs DTE
+35.6%
-59.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.0% |
| 7D | -4.1% | +0.9% | -5.0% | -4.1% |
| 30D | -13.1% | -1.9% | -11.2% | -13.1% |
| 3M | -3.5% | -3.3% | -0.1% | -3.6% |
| 6M | -21.8% | -7.1% | -14.7% | -21.8% |
| YTD | -29.7% | +8.1% | -37.8% | -30.0% |
| 1Y | -36.2% | +5.3% | -41.5% | -36.5% |
| 3Y | -16.4% | +48.2% | -64.5% | -18.4% |
| 5Y | -23.8% | +33.2% | -57.1% | -27.3% |
| All | -23.8% | +35.6% | -59.5% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling