+201.5%
PDD vs ED
+104.2%
+97.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.1% |
| 7D | -1.4% | -0.1% | -1.4% | -1.5% |
| 30D | -1.0% | +11.6% | -12.6% | +0.6% |
| 3M | -12.3% | +10.5% | -22.8% | -10.9% |
| 6M | -18.5% | +13.2% | -31.7% | -16.9% |
| YTD | -29.0% | +22.1% | -51.1% | -26.8% |
| 1Y | -40.7% | +24.2% | -64.9% | -38.7% |
| 3Y | -25.7% | +46.9% | -72.6% | -21.4% |
| 5Y | -3.3% | +80.8% | -84.1% | +5.3% |
| All | +201.5% | +104.2% | +97.3% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling