-14.9%
PDD vs ECHO
+388.0%
-402.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +3.4% | -7.5% | -4.1% |
| 30D | -9.6% | +2.4% | -12.0% | -9.6% |
| 3M | -4.3% | -28.0% | +23.7% | -4.0% |
| 6M | -18.8% | -21.2% | +2.5% | -18.6% |
| YTD | -27.5% | -17.4% | -10.1% | -27.3% |
| 1Y | -33.6% | +33.6% | -67.2% | -33.4% |
| All | -14.9% | +388.0% | -402.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 3y: compounded portfolio wealth divided by compounded ECHO 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…
3y analysis · Full analysis span regression · 6 months rolling