-10.3%
PDD vs EOSE
-61.3%
+51.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.1% | 0.0% |
| 7D | -4.1% | +19.0% | -23.1% | -5.3% |
| 30D | -9.6% | +1.6% | -11.2% | -10.0% |
| 3M | -4.3% | -52.0% | +47.7% | -0.6% |
| 6M | -18.8% | -42.5% | +23.8% | -17.5% |
| YTD | -27.5% | -66.1% | +38.6% | -24.7% |
| 1Y | -33.6% | -47.1% | +13.5% | -34.2% |
| 3Y | -20.4% | +0.8% | -21.2% | -29.7% |
| 5Y | -19.6% | -71.7% | +52.1% | -31.0% |
| All | -10.3% | -61.3% | +51.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling