-27.2%
PDD vs EXPE
+126.3%
-153.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -1.0% | -11.2% | +10.2% | +0.2% |
| 30D | -2.4% | -7.5% | +5.1% | -1.8% |
| 3M | -14.6% | -19.1% | +4.4% | -12.8% |
| 6M | -19.6% | +10.7% | -30.4% | -21.1% |
| YTD | -30.0% | -9.9% | -20.1% | -29.9% |
| 1Y | -42.5% | -4.6% | -37.9% | -42.9% |
| 3Y | -27.2% | +116.8% | -144.0% | -32.5% |
| All | -27.2% | +126.3% | -153.4% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling