+211.0%
PDD vs EIX
+28.4%
+182.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | +5.6% | +1.0% | +4.6% | +5.5% |
| 30D | +5.8% | +9.1% | -3.3% | +4.7% |
| 3M | -8.6% | -10.2% | +1.6% | -7.9% |
| 6M | -18.8% | -11.2% | -7.6% | -18.4% |
| YTD | -26.8% | +4.5% | -31.3% | -28.1% |
| 1Y | -39.3% | +10.9% | -50.2% | -40.9% |
| 3Y | -22.5% | +8.4% | -30.9% | -25.3% |
| 5Y | -0.8% | +18.0% | -18.7% | -5.8% |
| All | +211.0% | +28.4% | +182.6% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling