+190.4%
PDD vs DTE
+97.3%
+93.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -7.6% | +3.2% | -10.9% | -7.8% |
| 30D | -5.4% | +8.5% | -13.9% | -5.7% |
| 3M | -12.9% | +1.3% | -14.2% | -13.0% |
| 6M | -19.0% | -0.7% | -18.3% | -19.1% |
| YTD | -31.6% | +10.6% | -42.3% | -32.1% |
| 1Y | -43.0% | +2.6% | -45.7% | -43.1% |
| 3Y | -28.9% | +56.5% | -85.4% | -30.9% |
| 5Y | -18.4% | +46.7% | -65.1% | -20.8% |
| All | +190.4% | +97.3% | +93.1% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling