+207.9%
PDD vs DTE
+91.2%
+116.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -4.1% | +0.2% | -4.2% | -4.1% |
| 30D | -9.6% | -2.6% | -7.0% | -9.5% |
| 3M | -4.3% | -3.9% | -0.4% | -4.2% |
| 6M | -18.8% | -7.9% | -10.8% | -18.5% |
| YTD | -27.5% | +7.2% | -34.7% | -27.9% |
| 1Y | -33.6% | +3.1% | -36.7% | -33.8% |
| 3Y | -20.4% | +47.6% | -68.0% | -22.4% |
| 5Y | -19.6% | +32.7% | -52.3% | -21.5% |
| All | +207.9% | +91.2% | +116.8% | +181.7% |
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