+214.4%
PDD vs EXC
+106.8%
+107.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +5.9% | +1.4% | +4.5% | +5.7% |
| 30D | +7.1% | +11.6% | -4.6% | +5.8% |
| 3M | -7.7% | +2.7% | -10.3% | -8.0% |
| 6M | -13.2% | +2.7% | -15.9% | -13.6% |
| YTD | -26.0% | +9.7% | -35.7% | -27.0% |
| 1Y | -38.4% | +4.5% | -43.0% | -38.9% |
| 3Y | -21.1% | +28.5% | -49.6% | -24.5% |
| 5Y | +0.3% | +43.9% | -43.6% | -6.9% |
| All | +214.4% | +106.8% | +107.6% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling