-59.7%
PDD vs EXE
+155.8%
-215.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.3% |
| 7D | -1.4% | -3.9% | +2.5% | -0.9% |
| 30D | -1.0% | -2.6% | +1.5% | -0.7% |
| 3M | -12.3% | -6.9% | -5.4% | -11.5% |
| 6M | -18.5% | -9.3% | -9.2% | -17.5% |
| YTD | -29.0% | -20.7% | -8.3% | -26.8% |
| 1Y | -40.7% | -21.8% | -18.9% | -38.8% |
| 3Y | -25.7% | +16.2% | -41.9% | -29.9% |
| 5Y | -3.3% | +61.1% | -64.4% | -16.3% |
| All | -59.7% | +155.8% | -215.5% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling