+194.4%
PDD vs EQIX
+181.3%
+13.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -4.4% | +2.3% | -6.8% | -5.2% |
| 30D | -15.5% | +0.4% | -15.9% | -15.7% |
| 3M | -4.1% | -1.1% | -2.9% | -4.3% |
| 6M | -23.4% | +11.5% | -34.9% | -27.0% |
| YTD | -30.7% | +38.2% | -68.9% | -39.6% |
| 1Y | -37.6% | +36.7% | -74.3% | -45.6% |
| 3Y | -17.5% | +44.1% | -61.6% | -31.6% |
| 5Y | -24.6% | +34.8% | -59.5% | -38.0% |
| All | +194.4% | +181.3% | +13.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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