+201.5%
PDD vs EXEL
+241.6%
-40.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.7% |
| 7D | -1.4% | +2.3% | -3.7% | -2.1% |
| 30D | -1.0% | +19.8% | -20.9% | -5.2% |
| 3M | -12.3% | +32.7% | -45.0% | -18.0% |
| 6M | -18.5% | +49.0% | -67.5% | -26.2% |
| YTD | -29.0% | +63.7% | -92.7% | -37.5% |
| 1Y | -40.7% | +75.8% | -116.5% | -48.8% |
| 3Y | -25.7% | +241.3% | -267.0% | -49.0% |
| 5Y | -3.3% | +289.0% | -292.3% | -37.0% |
| All | +201.5% | +241.6% | -40.1% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling