-23.7%
PDD vs EW
-25.6%
+1.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -0.3% | -3.7% | -3.9% |
| 30D | -9.6% | +1.0% | -10.6% | -10.0% |
| 3M | -4.3% | +2.8% | -7.1% | -5.5% |
| 6M | -18.8% | +5.5% | -24.2% | -20.6% |
| YTD | -27.5% | +5.5% | -33.0% | -29.2% |
| 1Y | -33.6% | +11.0% | -44.7% | -36.6% |
| 3Y | -20.4% | +17.7% | -38.1% | -31.7% |
| All | -23.7% | -25.6% | +1.9% | -18.0% |
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 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