-25.7%
PDD vs EOG
+35.1%
-60.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -1.4% | -6.0% | +4.5% | -1.3% |
| 30D | -1.0% | +0.9% | -1.9% | -1.2% |
| 3M | -12.3% | +10.9% | -23.2% | -12.8% |
| 6M | -18.5% | +15.8% | -34.3% | -19.3% |
| YTD | -29.0% | +45.8% | -74.9% | -32.4% |
| 1Y | -40.7% | +45.3% | -86.0% | -43.5% |
| 3Y | -25.7% | +36.2% | -61.8% | -30.2% |
| All | -25.7% | +35.1% | -60.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling