-41.3%
PDD vs ESTC
-3.5%
-37.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | -4.9% | +2.4% | -7.3% | -5.0% |
| 30D | -3.0% | -4.2% | +1.2% | -3.0% |
| 3M | -6.2% | +2.5% | -8.6% | -6.8% |
| 6M | -20.7% | +81.5% | -102.2% | -25.0% |
| YTD | -30.4% | +16.8% | -47.2% | -32.1% |
| 1Y | -41.3% | -3.5% | -37.8% | -42.7% |
| All | -41.3% | -3.5% | -37.7% | -42.7% |
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