-41.3%
PDD vs EXR
+25.3%
-66.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.6% |
| 3M | -6.2% | +7.3% | -13.5% | -7.3% |
| 6M | -20.7% | +13.8% | -34.5% | -22.8% |
| YTD | -30.4% | +25.9% | -56.3% | -33.1% |
| 1Y | -41.3% | +25.8% | -67.1% | -43.6% |
| All | -41.3% | +25.3% | -66.5% | -43.6% |
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