-23.7%
PDD vs ESI
+72.3%
-96.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.5% |
| 7D | -4.1% | +3.3% | -7.4% | -5.4% |
| 30D | -9.6% | -5.9% | -3.7% | -7.7% |
| 3M | -4.3% | -14.1% | +9.8% | -0.6% |
| 6M | -18.8% | +6.6% | -25.3% | -25.4% |
| YTD | -27.5% | +45.0% | -72.5% | -43.9% |
| 1Y | -33.6% | +41.5% | -75.1% | -48.4% |
| 3Y | -20.4% | +78.8% | -99.2% | -49.5% |
| All | -23.7% | +72.3% | -96.0% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling