-21.6%
PDD vs EXC
+28.8%
-50.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.3% |
| 7D | +5.9% | +1.4% | +4.5% | +6.1% |
| 30D | +7.1% | +11.6% | -4.6% | +9.1% |
| 3M | -7.7% | +2.7% | -10.3% | -7.3% |
| 6M | -13.2% | +2.7% | -15.9% | -12.7% |
| YTD | -26.0% | +9.7% | -35.7% | -24.5% |
| 1Y | -38.4% | +4.5% | -43.0% | -37.6% |
| All | -21.6% | +28.8% | -50.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling