-38.6%
PDD vs ESTC
+1.6%
-40.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.5% |
| 7D | +6.0% | -15.9% | +21.9% | +7.3% |
| 30D | +5.5% | -5.5% | +11.0% | +5.7% |
| 3M | -9.8% | +26.2% | -36.0% | -12.3% |
| 6M | -16.0% | +77.0% | -93.0% | -20.4% |
| YTD | -27.6% | +18.9% | -46.4% | -29.3% |
| 1Y | -38.6% | +1.3% | -39.9% | -39.8% |
| All | -38.6% | +1.6% | -40.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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