-27.2%
PDD vs ECL
+79.5%
-106.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.4% | +8.6% | -11.0% | -4.4% |
| 3M | -14.6% | +7.9% | -22.5% | -16.3% |
| 6M | -19.6% | +21.0% | -40.6% | -23.6% |
| YTD | -30.0% | +17.5% | -47.5% | -32.7% |
| 1Y | -42.5% | +19.7% | -62.2% | -45.0% |
| 3Y | -27.2% | +77.4% | -104.6% | -25.5% |
| All | -27.2% | +79.5% | -106.6% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling