+214.4%
PDD vs SE
+431.5%
-217.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.7% | +7.9% | +4.6% |
| 7D | +5.9% | -1.2% | +7.1% | +6.2% |
| 30D | +7.1% | -21.7% | +28.7% | +17.9% |
| 3M | -7.7% | -34.2% | +26.5% | +8.2% |
| 6M | -13.2% | -10.5% | -2.8% | -12.2% |
| YTD | -26.0% | -40.7% | +14.8% | -12.2% |
| 1Y | -38.4% | -52.1% | +13.6% | -20.5% |
| 3Y | -21.1% | +68.9% | -90.0% | -48.0% |
| 5Y | +0.3% | -78.9% | +79.2% | +47.4% |
| All | +214.4% | +431.5% | -217.1% | +60.7% |
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