-0.3%
PDD vs EFX
-31.2%
+31.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +5.6% | +2.7% | +2.9% | +4.9% |
| 30D | +5.8% | +33.1% | -27.3% | -2.6% |
| 3M | -8.6% | +8.2% | -16.8% | -11.1% |
| 6M | -18.8% | +10.2% | -29.0% | -21.9% |
| YTD | -26.8% | -11.8% | -14.9% | -25.4% |
| 1Y | -39.3% | -6.1% | -33.2% | -39.5% |
| 3Y | -22.5% | +7.5% | -30.0% | -32.0% |
| All | -0.3% | -31.2% | +31.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling