-18.4%
PDD vs EW
-7.9%
-10.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -7.6% | +4.9% | -12.6% | -9.4% |
| 30D | -5.4% | +24.1% | -29.5% | -13.0% |
| 3M | -12.9% | +13.7% | -26.6% | -17.3% |
| 6M | -19.0% | +32.7% | -51.7% | -27.6% |
| YTD | -31.6% | +24.1% | -55.7% | -37.5% |
| 1Y | -43.0% | +23.6% | -66.6% | -47.8% |
| 3Y | -28.9% | +64.8% | -93.7% | -49.1% |
| 5Y | -18.4% | -8.8% | -9.6% | -20.3% |
| All | -18.4% | -7.9% | -10.5% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling