-14.5%
PDD vs SE
-77.3%
+62.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.2% |
| 30D | -2.4% | -19.4% | +17.0% | +6.0% |
| 3M | -14.6% | -33.1% | +18.5% | -0.8% |
| 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% | -26.7% |
| 3Y | -27.2% | +68.9% | -96.0% | -53.4% |
| All | -14.5% | -77.3% | +62.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling