+201.5%
PDD vs ENB
+122.7%
+78.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -1.4% | -3.7% | +2.2% | -0.2% |
| 30D | -1.0% | +1.7% | -2.8% | -1.7% |
| 3M | -12.3% | -6.3% | -6.0% | -10.5% |
| 6M | -18.5% | -9.2% | -9.3% | -16.2% |
| YTD | -29.0% | +3.1% | -32.1% | -30.7% |
| 1Y | -40.7% | +3.4% | -44.1% | -42.2% |
| 3Y | -25.7% | +68.9% | -94.6% | -40.7% |
| 5Y | -3.3% | +51.7% | -55.0% | -19.1% |
| All | +201.5% | +122.7% | +78.8% | +110.7% |
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