+277.5%
PDD vs ESTC
+31.2%
+246.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.2% |
| 7D | -4.1% | -8.1% | +4.0% | -1.6% |
| 30D | -9.6% | +31.7% | -41.3% | -18.9% |
| 3M | -4.3% | +41.1% | -45.3% | -16.3% |
| 6M | -18.8% | +77.1% | -95.8% | -35.2% |
| YTD | -27.5% | +21.7% | -49.2% | -35.2% |
| 1Y | -33.6% | +8.4% | -42.0% | -39.1% |
| 3Y | -20.4% | +23.6% | -44.0% | -42.0% |
| 5Y | -19.6% | -46.5% | +26.9% | -24.5% |
| All | +277.5% | +31.2% | +246.3% | +150.1% |
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