-22.5%
PDD vs EXPD
+68.8%
-91.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +5.6% | -7.2% | +12.8% | +7.3% |
| 30D | +5.8% | -3.3% | +9.0% | +6.4% |
| 3M | -8.6% | +3.4% | -12.0% | -9.6% |
| 6M | -18.8% | +22.7% | -41.5% | -23.4% |
| YTD | -26.8% | +24.5% | -51.3% | -31.6% |
| 1Y | -39.3% | +38.6% | -77.9% | -45.2% |
| 3Y | -22.5% | +71.5% | -94.0% | -35.5% |
| All | -22.5% | +68.8% | -91.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling