+201.5%
PDD vs EXC
+102.9%
+98.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | -1.0% | +9.3% | -10.4% | -2.0% |
| 3M | -12.3% | +1.0% | -13.3% | -12.4% |
| 6M | -18.5% | +5.9% | -24.4% | -19.2% |
| YTD | -29.0% | +7.6% | -36.6% | -29.8% |
| 1Y | -40.7% | +2.4% | -43.1% | -41.0% |
| 3Y | -25.7% | +30.2% | -55.9% | -29.1% |
| 5Y | -3.3% | +41.4% | -44.6% | -10.1% |
| All | +201.5% | +102.9% | +98.6% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling