+195.9%
PDD vs ED
+105.6%
+90.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.8% | -0.9% | -2.9% | -3.9% |
| 30D | -2.4% | +11.2% | -13.5% | -0.8% |
| 3M | -12.7% | +11.8% | -24.5% | -11.2% |
| 6M | -20.0% | +14.1% | -34.1% | -18.4% |
| YTD | -30.3% | +23.0% | -53.3% | -28.0% |
| 1Y | -42.4% | +23.7% | -66.0% | -40.4% |
| 3Y | -27.5% | +47.7% | -75.3% | -23.3% |
| 5Y | -14.9% | +82.6% | -97.5% | -7.2% |
| All | +195.9% | +105.6% | +90.3% | +244.2% |
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