-23.7%
PDD vs EOG
+173.1%
-196.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.1% | +1.3% | -5.3% | -4.3% |
| 30D | -9.6% | +8.2% | -17.8% | -10.9% |
| 3M | -4.3% | +3.8% | -8.1% | -5.2% |
| 6M | -18.8% | +15.3% | -34.1% | -21.6% |
| YTD | -27.5% | +41.7% | -69.2% | -33.4% |
| 1Y | -33.6% | +23.6% | -57.2% | -37.1% |
| 3Y | -20.4% | +23.3% | -43.7% | -25.9% |
| All | -23.7% | +173.1% | -196.8% | -41.2% |
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 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