+194.4%
PDD vs ENB
+135.6%
+58.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -15.5% | -1.1% | -14.4% | -15.2% |
| 3M | -4.1% | -8.5% | +4.4% | -1.4% |
| 6M | -23.4% | -4.5% | -18.9% | -22.6% |
| YTD | -30.7% | +9.1% | -39.8% | -33.5% |
| 1Y | -37.6% | +8.0% | -45.6% | -40.1% |
| 3Y | -17.5% | +77.8% | -95.4% | -35.4% |
| 5Y | -24.6% | +69.4% | -94.0% | -38.9% |
| All | +194.4% | +135.6% | +58.8% | +102.0% |
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