-23.7%
PDD vs EXPD
+61.6%
-85.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -4.1% | -1.1% | -2.9% | -3.6% |
| 30D | -9.6% | +4.1% | -13.7% | -11.3% |
| 3M | -4.3% | +17.9% | -22.2% | -11.8% |
| 6M | -18.8% | +29.2% | -48.0% | -28.9% |
| YTD | -27.5% | +27.4% | -54.9% | -36.7% |
| 1Y | -33.6% | +56.8% | -90.5% | -48.7% |
| 3Y | -20.4% | +68.0% | -88.4% | -43.2% |
| All | -23.7% | +61.6% | -85.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling