-8.2%
PDD vs DTE
+45.8%
-54.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.0% |
| 30D | -2.4% | +9.5% | -11.9% | -2.4% |
| 3M | -14.6% | +2.5% | -17.2% | -14.6% |
| 6M | -19.6% | +0.6% | -20.2% | -19.8% |
| YTD | -30.0% | +10.5% | -40.4% | -30.3% |
| 1Y | -42.5% | +3.3% | -45.9% | -42.6% |
| 3Y | -27.2% | +56.3% | -83.5% | -29.0% |
| 5Y | -8.2% | +44.9% | -53.2% | -16.9% |
| All | -8.2% | +45.8% | -54.0% | -16.9% |
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