-27.7%
PDD vs EXEL
+230.5%
-258.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.9% |
| 30D | -3.0% | +13.1% | -16.2% | -3.6% |
| 3M | -6.2% | +36.3% | -42.5% | -7.4% |
| 6M | -20.7% | +34.5% | -55.2% | -21.7% |
| YTD | -30.4% | +57.4% | -87.8% | -31.8% |
| 1Y | -41.3% | +62.9% | -104.2% | -42.5% |
| 3Y | -27.7% | +229.5% | -257.2% | -20.3% |
| All | -27.7% | +230.5% | -258.2% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling