+198.7%
PDD vs EFX
+49.5%
+149.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.1% |
| 7D | -4.1% | -7.8% | +3.7% | -1.9% |
| 30D | -13.1% | -5.7% | -7.4% | -11.8% |
| 3M | -3.5% | +2.5% | -6.0% | -4.9% |
| 6M | -21.8% | -16.7% | -5.1% | -18.3% |
| YTD | -29.7% | -20.2% | -9.5% | -26.0% |
| 1Y | -36.2% | -31.4% | -4.8% | -29.9% |
| 3Y | -16.4% | -10.5% | -5.8% | -19.7% |
| 5Y | -23.8% | -35.2% | +11.4% | -19.8% |
| All | +198.7% | +49.5% | +149.2% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling