-15.4%
PDD vs EOSE
-82.0%
+66.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.2% | -1.3% |
| 7D | -7.6% | -3.7% | -3.9% | -7.6% |
| 30D | -5.4% | -22.0% | +16.6% | -4.5% |
| 3M | -12.9% | -57.3% | +44.4% | -9.2% |
| 6M | -19.0% | -77.7% | +58.6% | -12.7% |
| YTD | -31.6% | -84.2% | +52.6% | -26.2% |
| 1Y | -43.0% | -89.5% | +46.5% | -37.0% |
| 3Y | -28.9% | +41.4% | -70.3% | -40.2% |
| 5Y | -18.4% | -83.0% | +64.6% | -28.5% |
| All | -15.4% | -82.0% | +66.6% | -24.4% |
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