-15.1%
PDD vs EOSE
-60.6%
+45.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -5.4% | +1.8% | -7.2% | -5.5% |
| 30D | -12.6% | -6.8% | -5.8% | -12.5% |
| 3M | -4.3% | -36.3% | +32.0% | -2.4% |
| 6M | -24.4% | -38.8% | +14.3% | -23.6% |
| YTD | -31.4% | -65.5% | +34.2% | -28.9% |
| 1Y | -38.1% | -45.3% | +7.2% | -38.8% |
| 3Y | -20.1% | +44.2% | -64.3% | -31.5% |
| 5Y | -25.0% | -69.5% | +44.5% | -36.0% |
| All | -15.1% | -60.6% | +45.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling