+207.9%
PDD vs EXR
+98.9%
+109.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | -2.6% | -1.5% | -3.7% |
| 30D | -9.6% | -7.2% | -2.4% | -8.6% |
| 3M | -4.3% | -3.5% | -0.8% | -3.8% |
| 6M | -18.8% | -5.3% | -13.5% | -18.3% |
| YTD | -27.5% | +9.4% | -36.8% | -28.6% |
| 1Y | -33.6% | +1.3% | -35.0% | -34.0% |
| 3Y | -20.4% | +22.4% | -42.8% | -24.2% |
| 5Y | -19.6% | -12.2% | -7.4% | -21.1% |
| All | +207.9% | +98.9% | +109.0% | +214.9% |
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