-13.6%
PDD vs EOG
+112.7%
-126.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.6% |
| 7D | -4.9% | +7.6% | -12.5% | -6.1% |
| 30D | -3.0% | +3.4% | -6.4% | -3.8% |
| 3M | -6.2% | +12.7% | -18.9% | -8.5% |
| 6M | -20.7% | +19.0% | -39.7% | -23.7% |
| YTD | -30.4% | +55.6% | -85.9% | -37.6% |
| 1Y | -41.3% | +49.5% | -90.8% | -46.9% |
| 3Y | -27.7% | +43.2% | -70.9% | -35.2% |
| All | -13.6% | +112.7% | -126.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling