-18.7%
PDD vs EXPD
+68.7%
-87.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.1% | -1.1% | -2.9% | -3.8% |
| 30D | -9.6% | +4.1% | -13.7% | -10.5% |
| 3M | -4.3% | +17.9% | -22.2% | -8.4% |
| 6M | -18.8% | +29.2% | -48.0% | -24.3% |
| YTD | -27.5% | +27.4% | -54.9% | -32.5% |
| 1Y | -33.6% | +56.8% | -90.5% | -42.4% |
| All | -18.7% | +68.7% | -87.4% | -32.4% |
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