-14.9%
PDD vs EOG
+21.2%
-36.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.1% | +1.3% | -5.3% | -4.1% |
| 30D | -9.6% | +8.2% | -17.8% | -9.9% |
| 3M | -4.3% | +3.8% | -8.1% | -4.4% |
| 6M | -18.8% | +15.3% | -34.1% | -19.9% |
| YTD | -27.5% | +41.7% | -69.2% | -30.5% |
| 1Y | -33.6% | +23.6% | -57.2% | -35.0% |
| All | -14.9% | +21.2% | -36.1% | -19.5% |
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