-23.7%
PDD vs ENB
+69.5%
-93.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | -2.2% | -7.4% | -8.6% |
| 3M | -4.3% | -10.5% | +6.2% | +1.1% |
| 6M | -18.8% | -5.1% | -13.7% | -17.3% |
| YTD | -27.5% | +9.0% | -36.5% | -32.7% |
| 1Y | -33.6% | +8.2% | -41.8% | -38.2% |
| 3Y | -20.4% | +67.8% | -88.2% | -48.3% |
| All | -23.7% | +69.5% | -93.2% | -56.1% |
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 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