+197.4%
PDD vs ESI
+189.2%
+8.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -1.0% | -6.6% | +5.7% | +1.1% |
| 30D | -2.4% | -9.8% | +7.4% | +0.5% |
| 3M | -14.6% | -11.9% | -2.7% | -12.1% |
| 6M | -19.6% | -25.1% | +5.5% | -13.6% |
| YTD | -30.0% | +31.9% | -61.9% | -41.7% |
| 1Y | -42.5% | +19.2% | -61.7% | -50.2% |
| 3Y | -27.2% | +76.2% | -103.3% | -48.6% |
| 5Y | -8.2% | +39.4% | -47.6% | -29.5% |
| All | +197.4% | +189.2% | +8.2% | +66.0% |
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