-36.2%
PDD vs EXE
+3.8%
-40.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -4.1% | -1.8% | -2.3% | -4.1% |
| 30D | -13.1% | +6.4% | -19.5% | -13.3% |
| 3M | -3.5% | +9.2% | -12.7% | -3.8% |
| 6M | -21.8% | -7.0% | -14.8% | -21.3% |
| YTD | -29.7% | -9.5% | -20.2% | -29.0% |
| 1Y | -36.2% | +6.2% | -42.4% | -39.3% |
| All | -36.2% | +3.8% | -40.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling