-27.7%
PDD vs EFX
+4.8%
-32.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.0% | +25.1% | -28.2% | -6.8% |
| 3M | -6.2% | +1.7% | -7.8% | -6.7% |
| 6M | -20.7% | +18.4% | -39.1% | -23.4% |
| YTD | -30.4% | -12.5% | -17.8% | -29.6% |
| 1Y | -41.3% | -8.1% | -33.2% | -41.2% |
| 3Y | -27.7% | +4.8% | -32.5% | -28.3% |
| All | -27.7% | +4.8% | -32.6% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling