+281.2%
PDD vs ESTC
+23.0%
+258.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | +5.6% | -11.5% | +17.1% | +9.5% |
| 30D | +5.8% | -7.5% | +13.3% | +7.7% |
| 3M | -8.6% | +23.1% | -31.7% | -16.9% |
| 6M | -18.8% | +75.3% | -94.1% | -35.2% |
| YTD | -26.8% | +14.1% | -40.9% | -33.7% |
| 1Y | -39.3% | -0.6% | -38.7% | -42.8% |
| 3Y | -22.5% | +20.8% | -43.3% | -43.8% |
| 5Y | -0.8% | -48.8% | +48.0% | -6.4% |
| All | +281.2% | +23.0% | +258.2% | +155.6% |
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