+201.5%
PDD vs EXPD
+176.0%
+25.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.2% |
| 7D | -1.4% | -5.5% | +4.0% | +0.7% |
| 30D | -1.0% | -1.9% | +0.8% | -0.5% |
| 3M | -12.3% | +6.1% | -18.4% | -15.0% |
| 6M | -18.5% | +21.6% | -40.1% | -26.0% |
| YTD | -29.0% | +27.9% | -56.9% | -38.0% |
| 1Y | -40.7% | +39.4% | -80.1% | -50.4% |
| 3Y | -25.7% | +72.7% | -98.3% | -45.8% |
| 5Y | -3.3% | +60.3% | -63.6% | -28.5% |
| All | +201.5% | +176.0% | +25.5% | +44.2% |
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