+214.4%
PDD vs ED
+109.5%
+104.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.3% |
| 7D | +5.9% | +5.2% | +0.7% | +6.6% |
| 30D | +7.1% | +15.5% | -8.4% | +9.4% |
| 3M | -7.7% | +13.0% | -20.7% | -6.0% |
| 6M | -13.2% | +13.1% | -26.3% | -11.5% |
| YTD | -26.0% | +25.3% | -51.2% | -23.3% |
| 1Y | -38.4% | +30.5% | -69.0% | -35.9% |
| 3Y | -21.1% | +49.3% | -70.4% | -16.4% |
| 5Y | +0.3% | +84.6% | -84.2% | +9.6% |
| All | +214.4% | +109.5% | +104.9% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling