+0.9%
PDD vs ENB
+50.3%
-49.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | +5.9% | -2.4% | +8.2% | +7.1% |
| 30D | +7.1% | +3.4% | +3.7% | +5.1% |
| 3M | -7.7% | -6.1% | -1.6% | -4.9% |
| 6M | -13.2% | -10.0% | -3.2% | -9.2% |
| YTD | -26.0% | +4.7% | -30.6% | -29.9% |
| 1Y | -38.4% | +7.5% | -45.9% | -42.8% |
| 3Y | -21.1% | +69.1% | -90.2% | -49.6% |
| All | +0.9% | +50.3% | -49.5% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling