-22.5%
PDD vs ED
+44.5%
-67.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.7% |
| 7D | +5.6% | +1.6% | +4.0% | +6.1% |
| 30D | +5.8% | +13.3% | -7.5% | +9.8% |
| 3M | -8.6% | +9.7% | -18.3% | -6.0% |
| 6M | -18.8% | +12.8% | -31.6% | -15.7% |
| YTD | -26.8% | +22.3% | -49.1% | -21.9% |
| 1Y | -39.3% | +26.3% | -65.6% | -34.6% |
| 3Y | -22.5% | +45.0% | -67.5% | -14.3% |
| All | -22.5% | +44.5% | -67.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling