White smoke could also be caused by unburned fuel. If it happens just after cold starting then I'd suspect the glow plugs.

If it happens when the engine is warm then perhaps an injector isn't working properly, so fuel isn't being atomised efficiently enough to burn fully? You could try some injector cleaner.

However, as others have pointed out white smoke could also be caused by coolant entering the combustion chambers (head gasket failure). In that case, check for loss of coolant.

If oil was burning (overfilled oil, or leaking turbo bearing) then smoke should be blue? Check for oil level dropping (& carry some spare, PD-specific, oil in case).

You state the exhaust is covered in soot. This would not be caused by excessive white smoke. Some blackening of the tailpipe is normal for a diesel, but if the back of the car is getting blackened around the exhaust I'd suspect excessive black smoke so either over-fuelling, EGR malfunction or perhaps a boost leak (leaking pressure pipework).