+201.5%
PDD vs EFX
+64.0%
+137.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | -1.4% | -2.2% | +0.7% | -0.8% |
| 30D | -1.0% | +29.2% | -30.2% | -8.6% |
| 3M | -12.3% | +3.5% | -15.7% | -13.7% |
| 6M | -18.5% | +7.8% | -26.3% | -21.3% |
| YTD | -29.0% | -12.4% | -16.6% | -27.6% |
| 1Y | -40.7% | -8.2% | -32.5% | -40.5% |
| 3Y | -25.7% | +4.7% | -30.4% | -32.4% |
| 5Y | -3.3% | -32.0% | +28.8% | +0.3% |
| All | +201.5% | +64.0% | +137.5% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling