+211.0%
PDD vs ESI
+176.8%
+34.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | +5.6% | -8.5% | +14.1% | +8.7% |
| 30D | +5.8% | -15.7% | +21.4% | +11.7% |
| 3M | -8.6% | -18.2% | +9.6% | -3.2% |
| 6M | -18.8% | -28.8% | +10.0% | -11.1% |
| YTD | -26.8% | +26.3% | -53.0% | -38.0% |
| 1Y | -39.3% | +18.2% | -57.5% | -47.3% |
| 3Y | -22.5% | +68.1% | -90.6% | -44.3% |
| 5Y | -0.8% | +28.8% | -29.5% | -21.7% |
| All | +211.0% | +176.8% | +34.1% | +76.6% |
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