+211.0%
PDD vs EXPD
+168.7%
+42.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | +5.6% | -7.2% | +12.8% | +8.8% |
| 30D | +5.8% | -3.3% | +9.0% | +7.1% |
| 3M | -8.6% | +3.4% | -12.0% | -10.4% |
| 6M | -18.8% | +22.7% | -41.5% | -26.7% |
| YTD | -26.8% | +24.5% | -51.3% | -35.3% |
| 1Y | -39.3% | +38.6% | -77.9% | -49.1% |
| 3Y | -22.5% | +71.5% | -94.0% | -43.4% |
| 5Y | -0.8% | +56.2% | -57.0% | -25.8% |
| All | +211.0% | +168.7% | +42.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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