+201.5%
PDD vs ECL
+135.6%
+65.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -1.0% | +8.8% | -9.9% | -3.9% |
| 3M | -12.3% | +7.8% | -20.1% | -14.5% |
| 6M | -18.5% | +21.3% | -39.8% | -24.0% |
| YTD | -29.0% | +17.8% | -46.8% | -33.1% |
| 1Y | -40.7% | +21.1% | -61.8% | -44.7% |
| 3Y | -25.7% | +80.1% | -105.8% | -40.3% |
| 5Y | -3.3% | +40.5% | -43.8% | -19.1% |
| All | +201.5% | +135.6% | +65.9% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling