-27.2%
PDD vs SE
+74.0%
-101.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -2.4% | -19.4% | +17.0% | +2.0% |
| 3M | -14.6% | -33.1% | +18.5% | -7.5% |
| 6M | -19.6% | -11.4% | -8.2% | -18.7% |
| YTD | -30.0% | -39.8% | +9.8% | -23.4% |
| 1Y | -42.5% | -50.5% | +7.9% | -34.5% |
| 3Y | -27.2% | +68.9% | -96.0% | -33.4% |
| All | -27.2% | +74.0% | -101.1% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling