+195.9%
PDD vs SE
+420.0%
-224.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.0% |
| 7D | -3.8% | -7.7% | +3.9% | -0.8% |
| 30D | -2.4% | -22.8% | +20.5% | +8.1% |
| 3M | -12.7% | -43.7% | +31.0% | +10.0% |
| 6M | -20.0% | -12.8% | -7.2% | -18.3% |
| YTD | -30.3% | -42.0% | +11.7% | -16.7% |
| 1Y | -42.4% | -48.0% | +5.6% | -28.1% |
| 3Y | -27.5% | +62.7% | -90.2% | -51.5% |
| 5Y | -14.9% | -77.8% | +62.9% | +22.4% |
| All | +195.9% | +420.0% | -224.0% | +52.5% |
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