+195.9%
PDD vs EXPE
+110.4%
+85.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | -3.8% | -17.8% | +13.9% | +0.5% |
| 30D | -2.4% | -3.2% | +0.9% | -2.2% |
| 3M | -12.7% | -19.0% | +6.3% | -9.0% |
| 6M | -20.0% | +17.7% | -37.8% | -24.4% |
| YTD | -30.3% | -7.8% | -22.5% | -30.9% |
| 1Y | -42.4% | -1.4% | -41.0% | -44.0% |
| 3Y | -27.5% | +121.9% | -149.5% | -46.7% |
| 5Y | -14.9% | +44.3% | -59.2% | -32.1% |
| All | +195.9% | +110.4% | +85.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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