+64.3%
EEM vs PDD
+203.8%
-139.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.3% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -7.0% | -12.3% | +5.2% | -5.4% |
| 6M | -9.7% | -18.5% | +8.8% | -7.3% |
| YTD | +12.1% | -29.0% | +41.1% | +17.4% |
| 1Y | +14.1% | -40.7% | +54.8% | +22.6% |
| 3Y | +72.1% | -25.7% | +97.8% | +73.4% |
| 5Y | +34.1% | -3.3% | +37.4% | +19.0% |
| All | +64.3% | +203.8% | -139.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling