+214.4%
PDD vs EXR
+131.4%
+83.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +5.9% | +6.8% | -0.9% | +4.9% |
| 30D | +7.1% | +19.6% | -12.5% | +4.3% |
| 3M | -7.7% | +8.0% | -15.7% | -8.8% |
| 6M | -13.2% | +17.2% | -30.4% | -15.4% |
| YTD | -26.0% | +27.2% | -53.2% | -28.7% |
| 1Y | -38.4% | +26.1% | -64.5% | -40.6% |
| 3Y | -21.1% | +70.7% | -91.8% | -28.6% |
| 5Y | +0.3% | +1.0% | -0.6% | -3.7% |
| All | +214.4% | +131.4% | +83.0% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling