-38.6%
PDD vs ECL
+23.8%
-62.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.5% |
| 7D | +6.0% | +7.7% | -1.7% | +3.9% |
| 30D | +5.5% | +13.7% | -8.2% | +1.9% |
| 3M | -9.8% | +11.6% | -21.3% | -12.4% |
| 6M | -16.0% | +23.9% | -39.9% | -20.6% |
| YTD | -27.6% | +21.0% | -48.5% | -29.9% |
| 1Y | -38.6% | +23.1% | -61.7% | -40.5% |
| All | -38.6% | +23.8% | -62.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling