-42.4%
PDD vs ESI
+23.9%
-66.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.7% |
| 7D | -3.8% | +1.8% | -5.6% | -3.9% |
| 30D | -2.4% | -6.6% | +4.2% | -1.9% |
| 3M | -12.7% | -9.4% | -3.3% | -12.1% |
| 6M | -20.0% | -24.1% | +4.1% | -17.8% |
| YTD | -30.3% | +37.1% | -67.5% | -41.1% |
| 1Y | -42.4% | +24.5% | -66.9% | -50.2% |
| All | -42.4% | +23.9% | -66.3% | -50.2% |
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