-18.7%
PDD vs EW
+17.9%
-36.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | -9.6% | +1.0% | -10.6% | -9.8% |
| 3M | -4.3% | +2.8% | -7.1% | -4.8% |
| 6M | -18.8% | +5.5% | -24.2% | -19.5% |
| YTD | -27.5% | +5.5% | -33.0% | -28.3% |
| 1Y | -33.6% | +11.0% | -44.7% | -34.8% |
| All | -18.7% | +17.9% | -36.5% | -19.6% |
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