+195.8%
PDD vs EXR
+129.1%
+66.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.0% | +18.2% | -21.3% | -5.4% |
| 3M | -6.2% | +7.3% | -13.5% | -7.2% |
| 6M | -20.7% | +13.8% | -34.5% | -22.3% |
| YTD | -30.4% | +25.9% | -56.3% | -32.8% |
| 1Y | -41.3% | +25.8% | -67.1% | -43.4% |
| 3Y | -27.7% | +53.7% | -81.4% | -33.4% |
| 5Y | -16.9% | -1.8% | -15.1% | -20.1% |
| All | +195.8% | +129.1% | +66.7% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling