+195.9%
PDD vs EOG
+63.6%
+132.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -3.8% | +4.6% | -8.4% | -4.6% |
| 30D | -2.4% | +2.9% | -5.2% | -3.0% |
| 3M | -12.7% | +8.0% | -20.6% | -14.1% |
| 6M | -20.0% | +17.0% | -37.0% | -22.7% |
| YTD | -30.3% | +51.1% | -81.4% | -36.2% |
| 1Y | -42.4% | +45.1% | -87.5% | -46.8% |
| 3Y | -27.5% | +39.4% | -67.0% | -33.4% |
| 5Y | -14.9% | +105.6% | -120.5% | -27.9% |
| All | +195.9% | +63.6% | +132.3% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling