+207.9%
PDD vs ED
+85.1%
+122.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.5% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -9.6% | -0.1% | -9.5% | -9.6% |
| 3M | -4.3% | +3.9% | -8.2% | -3.7% |
| 6M | -18.8% | -3.0% | -15.7% | -19.0% |
| YTD | -27.5% | +10.7% | -38.2% | -26.3% |
| 1Y | -33.6% | +13.3% | -47.0% | -32.3% |
| 3Y | -20.4% | +34.5% | -54.9% | -17.0% |
| 5Y | -19.6% | +67.1% | -86.7% | -13.5% |
| All | +207.9% | +85.1% | +122.8% | +252.5% |
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