-8.2%
PDD vs ESTC
-52.1%
+43.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.4% |
| 7D | -1.0% | -3.6% | +2.6% | -0.1% |
| 30D | -2.4% | -11.2% | +8.8% | +0.4% |
| 3M | -14.6% | +14.3% | -28.9% | -20.2% |
| 6M | -19.6% | +67.0% | -86.6% | -34.1% |
| YTD | -30.0% | +15.7% | -45.6% | -36.5% |
| 1Y | -42.5% | -6.3% | -36.3% | -44.3% |
| 3Y | -27.2% | +14.5% | -41.7% | -47.4% |
| 5Y | -8.2% | -49.9% | +41.7% | -7.8% |
| All | -8.2% | -52.1% | +43.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling