+207.9%
PDD vs ECL
+113.9%
+94.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -2.6% | -1.5% | -3.2% |
| 30D | -9.6% | -2.2% | -7.4% | -8.9% |
| 3M | -4.3% | +10.1% | -14.4% | -7.5% |
| 6M | -18.8% | -5.7% | -13.0% | -17.4% |
| YTD | -27.5% | +7.0% | -34.5% | -29.4% |
| 1Y | -33.6% | +2.7% | -36.3% | -34.6% |
| 3Y | -20.4% | +57.7% | -78.1% | -33.2% |
| 5Y | -19.6% | +31.1% | -50.7% | -30.9% |
| All | +207.9% | +113.9% | +94.0% | +124.2% |
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 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