+211.0%
PDD vs SE
+432.2%
-221.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +5.6% | +2.0% | +3.6% | +4.6% |
| 30D | +5.8% | -20.0% | +25.8% | +15.4% |
| 3M | -8.6% | -31.8% | +23.2% | +5.5% |
| 6M | -18.8% | -15.9% | -3.0% | -15.7% |
| YTD | -26.8% | -40.6% | +13.9% | -13.2% |
| 1Y | -39.3% | -50.7% | +11.4% | -22.5% |
| 3Y | -22.5% | +70.3% | -92.8% | -49.1% |
| 5Y | -0.8% | -78.8% | +78.1% | +45.8% |
| All | +211.0% | +432.2% | -221.2% | +58.9% |
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 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