+207.9%
PDD vs ENB
+135.4%
+72.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | -2.2% | -7.4% | -8.9% |
| 3M | -4.3% | -10.5% | +6.2% | -0.8% |
| 6M | -18.8% | -5.1% | -13.7% | -17.7% |
| YTD | -27.5% | +9.0% | -36.5% | -30.5% |
| 1Y | -33.6% | +8.2% | -41.8% | -36.3% |
| 3Y | -20.4% | +67.8% | -88.2% | -36.2% |
| 5Y | -19.6% | +69.4% | -89.0% | -34.8% |
| All | +207.9% | +135.4% | +72.6% | +111.4% |
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 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