+262.6%
PDD vs ESTC
+25.9%
+236.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -3.0% | -4.2% | +1.2% | -2.5% |
| 3M | -6.2% | +2.5% | -8.6% | -8.9% |
| 6M | -20.7% | +81.5% | -102.2% | -37.4% |
| YTD | -30.4% | +16.8% | -47.2% | -37.5% |
| 1Y | -41.3% | -3.5% | -37.8% | -44.1% |
| 3Y | -27.7% | +17.7% | -45.4% | -46.7% |
| 5Y | -16.9% | -51.7% | +34.9% | -19.6% |
| All | +262.6% | +25.9% | +236.7% | +140.9% |
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