+211.0%
PDD vs ECL
+130.9%
+80.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | +5.6% | -0.8% | +6.4% | +5.9% |
| 30D | +5.8% | +8.1% | -2.3% | +3.0% |
| 3M | -8.6% | +6.4% | -15.0% | -10.5% |
| 6M | -18.8% | +14.8% | -33.6% | -22.9% |
| YTD | -26.8% | +15.5% | -42.2% | -30.5% |
| 1Y | -39.3% | +20.1% | -59.4% | -43.2% |
| 3Y | -22.5% | +77.8% | -100.2% | -37.5% |
| 5Y | -0.8% | +37.9% | -38.6% | -16.4% |
| All | +211.0% | +130.9% | +80.1% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling