-58.8%
PDD vs EXE
+191.4%
-250.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -9.6% | +8.5% | -18.1% | -10.8% |
| 3M | -4.3% | +5.5% | -9.7% | -5.2% |
| 6M | -18.8% | -5.9% | -12.9% | -18.2% |
| YTD | -27.5% | -9.7% | -17.8% | -26.7% |
| 1Y | -33.6% | +3.6% | -37.2% | -34.7% |
| 3Y | -20.4% | +18.0% | -38.4% | -24.7% |
| 5Y | -19.6% | +109.4% | -129.0% | -33.5% |
| All | -58.8% | +191.4% | -250.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling