-23.7%
PDD vs EXR
-11.8%
-11.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -2.6% | -1.5% | -3.5% |
| 30D | -9.6% | -7.2% | -2.4% | -8.1% |
| 3M | -4.3% | -3.5% | -0.8% | -3.6% |
| 6M | -18.8% | -5.3% | -13.5% | -18.0% |
| YTD | -27.5% | +9.4% | -36.8% | -29.3% |
| 1Y | -33.6% | +1.3% | -35.0% | -34.2% |
| 3Y | -20.4% | +22.4% | -42.8% | -27.8% |
| All | -23.7% | -11.8% | -11.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling