-33.6%
PDD vs ENB
+7.5%
-41.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.5% |
| 7D | -4.1% | -0.2% | -3.8% | -4.1% |
| 30D | -9.6% | -2.2% | -7.4% | -10.1% |
| 3M | -4.3% | -10.5% | +6.2% | -6.1% |
| 6M | -18.8% | -5.1% | -13.7% | -19.5% |
| YTD | -27.5% | +9.0% | -36.5% | -25.2% |
| 1Y | -33.6% | +8.2% | -41.8% | -30.5% |
| All | -33.6% | +7.5% | -41.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling