-22.5%
PDD vs EW
+51.9%
-74.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +5.6% | +11.0% | -5.4% | +3.7% |
| 30D | +5.8% | +19.1% | -13.3% | +2.6% |
| 3M | -8.6% | +14.4% | -23.0% | -10.7% |
| 6M | -18.8% | +22.8% | -41.6% | -21.6% |
| YTD | -26.8% | +19.8% | -46.6% | -29.2% |
| 1Y | -39.3% | +23.9% | -63.2% | -41.5% |
| 3Y | -22.5% | +52.2% | -74.7% | -27.0% |
| All | -22.5% | +51.9% | -74.4% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling