+211.0%
PDD vs ENB
+120.3%
+90.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | +5.6% | -5.2% | +10.8% | +7.5% |
| 30D | +5.8% | +2.2% | +3.6% | +4.9% |
| 3M | -8.6% | -8.1% | -0.6% | -6.1% |
| 6M | -18.8% | -11.2% | -7.7% | -15.9% |
| YTD | -26.8% | +2.0% | -28.8% | -28.2% |
| 1Y | -39.3% | +4.1% | -43.3% | -41.0% |
| 3Y | -22.5% | +64.7% | -87.2% | -37.6% |
| 5Y | -0.8% | +46.6% | -47.3% | -16.2% |
| All | +211.0% | +120.3% | +90.7% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling