-22.5%
PDD vs ES
+46.3%
-68.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | +5.6% | +1.9% | +3.7% | +5.6% |
| 30D | +5.8% | +7.1% | -1.3% | +5.6% |
| 3M | -8.6% | -1.9% | -6.7% | -8.6% |
| 6M | -18.8% | +4.4% | -23.2% | -19.0% |
| YTD | -26.8% | +7.3% | -34.1% | -27.0% |
| 1Y | -39.3% | +2.1% | -41.4% | -39.4% |
| 3Y | -22.5% | +41.8% | -64.3% | -27.5% |
| All | -22.5% | +46.3% | -68.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling