-18.4%
PDD vs ENB
+55.5%
-73.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -7.6% | 0.0% | -7.6% | -7.7% |
| 30D | -5.4% | +1.4% | -6.8% | -6.2% |
| 3M | -12.9% | -5.2% | -7.7% | -10.8% |
| 6M | -19.0% | -9.9% | -9.1% | -15.2% |
| YTD | -31.6% | +4.7% | -36.3% | -35.3% |
| 1Y | -43.0% | +2.8% | -45.8% | -45.5% |
| 3Y | -28.9% | +71.3% | -100.2% | -55.5% |
| 5Y | -18.4% | +58.6% | -77.0% | -51.3% |
| All | -18.4% | +55.5% | -73.9% | -51.3% |
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