+211.0%
PDD vs SEI
+479.3%
-268.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.3% | -15.4% | -2.7% |
| 7D | +5.6% | -18.3% | +23.9% | +7.5% |
| 30D | +5.8% | -24.4% | +30.2% | +8.1% |
| 3M | -8.6% | +1.5% | -10.1% | -10.7% |
| 6M | -18.8% | -25.1% | +6.3% | -18.5% |
| YTD | -26.8% | +26.4% | -53.2% | -32.5% |
| 1Y | -39.3% | +8.9% | -48.2% | -43.1% |
| 3Y | -22.5% | +586.7% | -609.2% | -52.6% |
| 5Y | -0.8% | +717.9% | -718.7% | -42.9% |
| All | +211.0% | +479.3% | -268.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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