+197.4%
PDD vs EW
+100.7%
+96.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -1.0% | +9.3% | -10.2% | -4.5% |
| 30D | -2.4% | +22.1% | -24.5% | -10.0% |
| 3M | -14.6% | +13.0% | -27.6% | -18.9% |
| 6M | -19.6% | +30.1% | -49.7% | -28.0% |
| YTD | -30.0% | +22.0% | -52.0% | -35.8% |
| 1Y | -42.5% | +23.7% | -66.2% | -47.6% |
| 3Y | -27.2% | +62.0% | -89.2% | -45.7% |
| 5Y | -8.2% | -12.4% | +4.2% | -8.9% |
| All | +197.4% | +100.7% | +96.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling