-23.7%
PDD vs EXPE
+111.8%
-135.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -4.1% | -9.5% | +5.5% | -1.3% |
| 30D | -9.6% | -6.6% | -3.0% | -8.1% |
| 3M | -4.3% | +31.4% | -35.7% | -12.1% |
| 6M | -18.8% | +35.2% | -53.9% | -26.7% |
| YTD | -27.5% | +5.8% | -33.3% | -30.2% |
| 1Y | -33.6% | +38.7% | -72.3% | -42.1% |
| 3Y | -20.4% | +175.8% | -196.2% | -50.6% |
| All | -23.7% | +111.8% | -135.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling