-41.7%
PDD vs ECL
+20.9%
-62.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -1.0% | +8.8% | -9.9% | -3.3% |
| 3M | -12.3% | +7.8% | -20.1% | -14.2% |
| 6M | -18.5% | +21.3% | -39.8% | -22.8% |
| YTD | -29.0% | +17.8% | -46.8% | -31.0% |
| All | -41.7% | +20.9% | -62.7% | -43.2% |
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