-38.6%
PDD vs EXR
+28.1%
-66.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | +6.0% | +11.3% | -5.2% | +4.2% |
| 30D | +5.5% | +21.2% | -15.7% | +2.5% |
| 3M | -9.8% | +8.7% | -18.5% | -11.0% |
| 6M | -16.0% | +18.2% | -34.2% | -18.7% |
| YTD | -27.6% | +27.9% | -55.5% | -29.9% |
| 1Y | -38.6% | +28.3% | -66.9% | -40.4% |
| All | -38.6% | +28.1% | -66.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling