+285.4%
PDD vs ESTC
+20.3%
+265.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +4.1% |
| 7D | +5.9% | -18.5% | +24.4% | +12.7% |
| 30D | +7.1% | -11.0% | +18.1% | +10.4% |
| 3M | -7.7% | +20.8% | -28.5% | -15.6% |
| 6M | -13.2% | +67.9% | -81.1% | -29.7% |
| YTD | -26.0% | +11.6% | -37.6% | -32.5% |
| 1Y | -38.4% | -3.3% | -35.2% | -41.5% |
| 3Y | -21.1% | +16.4% | -37.5% | -42.0% |
| 5Y | +0.3% | -49.9% | +50.2% | -4.7% |
| All | +285.4% | +20.3% | +265.2% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling