+197.4%
PDD vs SE
+439.7%
-242.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -1.0% | 0.0% | -1.0% | -1.2% |
| 30D | -2.4% | -19.4% | +17.0% | +6.1% |
| 3M | -14.6% | -33.1% | +18.5% | -0.7% |
| 6M | -19.6% | -11.4% | -8.2% | -18.4% |
| YTD | -30.0% | -39.8% | +9.8% | -17.5% |
| 1Y | -42.5% | -50.5% | +7.9% | -26.8% |
| 3Y | -27.2% | +68.9% | -96.0% | -52.0% |
| 5Y | -8.2% | -77.1% | +68.9% | +30.4% |
| All | +197.4% | +439.7% | -242.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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