+207.9%
PDD vs EW
+73.5%
+134.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.8% |
| YTD | -27.5% | +5.5% | -33.0% | -29.4% |
| 1Y | -33.6% | +11.0% | -44.7% | -36.8% |
| 3Y | -20.4% | +17.7% | -38.1% | -31.4% |
| 5Y | -19.6% | -25.7% | +6.2% | -14.7% |
| All | +207.9% | +73.5% | +134.4% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling