+207.9%
PDD vs EXC
+94.0%
+113.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -4.1% | +0.3% | -4.3% | -4.1% |
| 30D | -9.6% | -3.7% | -5.9% | -9.3% |
| 3M | -4.3% | -1.3% | -3.0% | -4.2% |
| 6M | -18.8% | -9.7% | -9.1% | -17.9% |
| YTD | -27.5% | +2.9% | -30.4% | -28.0% |
| 1Y | -33.6% | +4.4% | -38.0% | -34.3% |
| 3Y | -20.4% | +22.2% | -42.6% | -23.5% |
| 5Y | -19.6% | +46.7% | -66.3% | -26.0% |
| All | +207.9% | +94.0% | +113.9% | +135.6% |
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 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