+207.9%
PDD vs SE
+687.7%
-479.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -4.1% | -6.1% | +2.0% | -1.5% |
| 30D | -9.6% | -2.5% | -7.1% | -9.5% |
| 3M | -4.3% | +21.7% | -26.0% | -13.2% |
| 6M | -18.8% | +27.0% | -45.8% | -28.8% |
| YTD | -27.5% | -12.1% | -15.4% | -26.5% |
| 1Y | -33.6% | -40.9% | +7.3% | -21.1% |
| 3Y | -20.4% | +191.0% | -211.4% | -58.8% |
| 5Y | -19.6% | -68.3% | +48.7% | +0.2% |
| All | +207.9% | +687.7% | -479.8% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling