+211.0%
PDD vs EXEL
+231.3%
-20.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | +5.6% | +0.3% | +5.4% | +5.5% |
| 30D | +5.8% | +19.0% | -13.3% | +1.5% |
| 3M | -8.6% | +33.3% | -41.9% | -14.7% |
| 6M | -18.8% | +42.9% | -61.7% | -25.9% |
| YTD | -26.8% | +58.7% | -85.5% | -35.1% |
| 1Y | -39.3% | +70.5% | -109.8% | -47.1% |
| 3Y | -22.5% | +233.8% | -256.3% | -46.6% |
| 5Y | -0.8% | +259.3% | -260.1% | -34.0% |
| All | +211.0% | +231.3% | -20.3% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling