+214.4%
PDD vs EXPD
+174.9%
+39.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.1% |
| 7D | +5.9% | -4.8% | +10.7% | +7.9% |
| 30D | +7.1% | -1.5% | +8.6% | +7.6% |
| 3M | -7.7% | +4.1% | -11.8% | -9.8% |
| 6M | -13.2% | +24.0% | -37.2% | -22.0% |
| YTD | -26.0% | +27.4% | -53.4% | -35.2% |
| 1Y | -38.4% | +38.4% | -76.8% | -48.3% |
| 3Y | -21.1% | +73.2% | -94.3% | -42.6% |
| 5Y | +0.3% | +59.9% | -59.5% | -25.7% |
| All | +214.4% | +174.9% | +39.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling