-39.3%
PDD vs ESI
+16.5%
-55.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +5.6% | -8.5% | +14.1% | +6.2% |
| 30D | +5.8% | -15.7% | +21.4% | +7.0% |
| 3M | -8.6% | -18.2% | +9.6% | -7.3% |
| 6M | -18.8% | -28.8% | +10.0% | -16.7% |
| YTD | -26.8% | +26.3% | -53.0% | -37.5% |
| 1Y | -39.3% | +18.2% | -57.5% | -47.5% |
| All | -39.3% | +16.5% | -55.8% | -47.5% |
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