+198.7%
PDD vs ESI
+219.8%
-21.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.2% |
| 7D | -4.1% | +5.4% | -9.5% | -6.0% |
| 30D | -13.1% | -4.2% | -8.9% | -12.0% |
| 3M | -3.5% | -9.6% | +6.1% | -2.0% |
| 6M | -21.8% | +18.3% | -40.1% | -29.8% |
| YTD | -29.7% | +45.8% | -75.5% | -42.8% |
| 1Y | -36.2% | +39.2% | -75.4% | -47.4% |
| 3Y | -16.4% | +86.3% | -102.6% | -41.3% |
| 5Y | -23.8% | +76.2% | -100.1% | -45.6% |
| All | +198.7% | +219.8% | -21.1% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling