+269.6%
PDD vs ESTC
+28.9%
+240.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -4.6% |
| 7D | -1.4% | -1.2% | -0.3% | -1.3% |
| 30D | -1.0% | -8.1% | +7.1% | +0.9% |
| 3M | -12.3% | +20.2% | -32.4% | -19.6% |
| 6M | -18.5% | +72.7% | -91.3% | -34.5% |
| YTD | -29.0% | +19.6% | -48.7% | -36.8% |
| 1Y | -40.7% | +0.3% | -41.0% | -44.3% |
| 3Y | -25.7% | +22.8% | -48.5% | -46.1% |
| 5Y | -3.3% | -50.9% | +47.6% | -7.1% |
| All | +269.6% | +28.9% | +240.7% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling