-33.6%
PDD vs EFX
-25.2%
-8.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +1.6% |
| 7D | -4.1% | -8.6% | +4.6% | -2.9% |
| 30D | -9.6% | +0.1% | -9.7% | -9.8% |
| 3M | -4.3% | +3.8% | -8.1% | -5.4% |
| 6M | -18.8% | -13.5% | -5.2% | -18.6% |
| YTD | -27.5% | -17.7% | -9.8% | -27.1% |
| 1Y | -33.6% | -25.6% | -8.1% | -32.4% |
| All | -33.6% | -25.2% | -8.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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