-23.7%
PDD vs ECL
+31.2%
-54.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -2.6% | -1.5% | -2.9% |
| 30D | -9.6% | -2.2% | -7.4% | -8.7% |
| 3M | -4.3% | +10.1% | -14.4% | -8.8% |
| 6M | -18.8% | -5.7% | -13.0% | -16.8% |
| YTD | -27.5% | +7.0% | -34.5% | -30.2% |
| 1Y | -33.6% | +2.7% | -36.3% | -35.1% |
| 3Y | -20.4% | +57.7% | -78.1% | -39.8% |
| All | -23.7% | +31.2% | -54.9% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling