+211.0%
PDD vs EXC
+102.8%
+108.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +5.6% | -1.2% | +6.8% | +5.8% |
| 30D | +5.8% | +10.0% | -4.2% | +4.7% |
| 3M | -8.6% | +1.6% | -10.2% | -8.8% |
| 6M | -18.8% | +3.3% | -22.1% | -19.3% |
| YTD | -26.8% | +7.6% | -34.3% | -27.6% |
| 1Y | -39.3% | +3.5% | -42.7% | -39.7% |
| 3Y | -22.5% | +27.7% | -50.2% | -25.8% |
| 5Y | -0.8% | +41.1% | -41.9% | -7.7% |
| All | +211.0% | +102.8% | +108.2% | +136.8% |
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