-23.8%
PDD vs EOSE
-68.2%
+44.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -3.7% |
| 7D | -4.1% | +41.4% | -45.6% | -6.3% |
| 30D | -13.1% | +3.6% | -16.7% | -13.6% |
| 3M | -3.5% | -35.7% | +32.3% | -1.6% |
| 6M | -21.8% | -29.9% | +8.1% | -21.6% |
| YTD | -29.7% | -62.5% | +32.8% | -27.5% |
| 1Y | -36.2% | -37.4% | +1.2% | -37.5% |
| 3Y | -16.4% | +55.8% | -72.1% | -28.3% |
| 5Y | -23.8% | -67.8% | +44.0% | -19.9% |
| All | -23.8% | -68.2% | +44.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling