-60.0%
PDD vs EXE
+192.2%
-252.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -4.1% | -1.8% | -2.3% | -3.8% |
| 30D | -13.1% | +6.4% | -19.5% | -14.0% |
| 3M | -3.5% | +9.2% | -12.7% | -5.0% |
| 6M | -21.8% | -7.0% | -14.8% | -21.1% |
| YTD | -29.7% | -9.5% | -20.2% | -28.9% |
| 1Y | -36.2% | +6.2% | -42.4% | -37.5% |
| 3Y | -16.4% | +20.7% | -37.1% | -21.2% |
| 5Y | -23.8% | +103.6% | -127.5% | -36.7% |
| All | -60.0% | +192.2% | -252.3% | -70.8% |
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