+207.9%
PDD vs ES
+58.1%
+149.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -9.6% | -2.0% | -7.6% | -9.6% |
| 3M | -4.3% | +1.7% | -5.9% | -4.3% |
| 6M | -18.8% | -3.5% | -15.2% | -18.7% |
| YTD | -27.5% | +7.9% | -35.4% | -27.7% |
| 1Y | -33.6% | +17.2% | -50.8% | -33.9% |
| 3Y | -20.4% | +29.3% | -49.7% | -21.4% |
| 5Y | -19.6% | -5.7% | -13.8% | -20.4% |
| All | +207.9% | +58.1% | +149.8% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling