+197.4%
PDD vs ENB
+124.4%
+73.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | -1.0% | -2.4% | +1.5% | -0.2% |
| 30D | -2.4% | +2.5% | -4.9% | -3.3% |
| 3M | -14.6% | -5.8% | -8.8% | -13.0% |
| 6M | -19.6% | -8.5% | -11.1% | -17.6% |
| YTD | -30.0% | +3.9% | -33.9% | -31.8% |
| 1Y | -42.5% | +3.7% | -46.2% | -44.0% |
| 3Y | -27.2% | +70.1% | -97.2% | -42.0% |
| 5Y | -8.2% | +53.2% | -61.4% | -23.5% |
| All | +197.4% | +124.4% | +73.0% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling