-38.6%
PDD vs ESI
+27.8%
-66.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +2.8% |
| 7D | +6.0% | -6.6% | +12.6% | +6.6% |
| 30D | +5.5% | -10.9% | +16.4% | +6.4% |
| 3M | -9.8% | -13.8% | +4.1% | -8.7% |
| 6M | -16.0% | -21.5% | +5.6% | -14.8% |
| YTD | -27.6% | +34.7% | -62.2% | -38.2% |
| 1Y | -38.6% | +24.9% | -63.5% | -46.8% |
| All | -38.6% | +27.8% | -66.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling