+195.8%
PDD vs EW
+106.8%
+89.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | -4.9% | +4.9% | -9.8% | -6.7% |
| 30D | -3.0% | +23.9% | -27.0% | -11.1% |
| 3M | -6.2% | +15.8% | -21.9% | -11.7% |
| 6M | -20.7% | +31.7% | -52.4% | -29.3% |
| YTD | -30.4% | +25.7% | -56.0% | -36.9% |
| 1Y | -41.3% | +24.4% | -65.7% | -46.6% |
| 3Y | -27.7% | +65.9% | -93.6% | -46.6% |
| 5Y | -16.9% | -7.6% | -9.2% | -19.2% |
| All | +195.8% | +106.8% | +89.0% | +61.0% |
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