-13.6%
PDD vs EIX
+18.4%
-31.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -3.0% | +8.5% | -11.6% | -4.3% |
| 3M | -6.2% | -13.5% | +7.3% | -4.6% |
| 6M | -20.7% | -12.4% | -8.4% | -19.9% |
| YTD | -30.4% | +5.9% | -36.3% | -32.7% |
| 1Y | -41.3% | +7.6% | -48.9% | -43.5% |
| 3Y | -27.7% | +12.8% | -40.5% | -34.2% |
| All | -13.6% | +18.4% | -31.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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