-33.6%
PDD vs EXEL
+59.2%
-92.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.1% | +8.4% | -12.4% | -4.9% |
| 30D | -9.6% | +4.1% | -13.7% | -10.2% |
| 3M | -4.3% | +12.4% | -16.7% | -5.9% |
| 6M | -18.8% | +41.5% | -60.3% | -23.1% |
| YTD | -27.5% | +34.6% | -62.1% | -31.1% |
| 1Y | -33.6% | +57.9% | -91.5% | -39.2% |
| All | -33.6% | +59.2% | -92.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling