-42.1%
PDD vs ED
+24.9%
-67.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.2% |
| 7D | -1.0% | +2.1% | -3.1% | -0.4% |
| 30D | -2.4% | +12.4% | -14.8% | +1.6% |
| 3M | -14.6% | +13.1% | -27.8% | -10.8% |
| 6M | -19.6% | +14.1% | -33.7% | -15.5% |
| YTD | -30.0% | +23.1% | -53.0% | -22.7% |
| All | -42.1% | +24.9% | -67.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling