+195.8%
PDD vs EXC
+105.6%
+90.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -4.9% | +1.4% | -6.3% | -5.0% |
| 30D | -3.0% | +8.6% | -11.6% | -3.9% |
| 3M | -6.2% | +2.4% | -8.6% | -6.4% |
| 6M | -20.7% | +6.5% | -27.2% | -21.4% |
| YTD | -30.4% | +9.0% | -39.4% | -31.3% |
| 1Y | -41.3% | +4.6% | -45.9% | -41.7% |
| 3Y | -27.7% | +33.5% | -61.2% | -31.3% |
| 5Y | -16.9% | +41.4% | -58.3% | -22.7% |
| All | +195.8% | +105.6% | +90.2% | +124.9% |
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