-22.5%
PDD vs ECHO
+621.2%
-643.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.1% |
| 7D | +5.6% | -2.4% | +8.0% | +5.6% |
| 30D | +5.8% | -3.1% | +8.9% | +5.8% |
| 3M | -8.6% | +8.7% | -17.3% | -8.7% |
| 6M | -18.8% | -24.8% | +5.9% | -18.7% |
| YTD | -26.8% | -13.0% | -13.8% | -26.6% |
| 1Y | -39.3% | +33.9% | -73.2% | -39.1% |
| 3Y | -22.5% | +791.8% | -814.3% | -12.7% |
| All | -22.5% | +621.2% | -643.7% | -12.7% |
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