+67.1%
EEM vs PDD
+198.2%
-131.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | -6.2% | -2.4% | -3.9% | -6.0% |
| 3M | -5.2% | -12.7% | +7.5% | -3.4% |
| 6M | -8.1% | -20.0% | +11.9% | -5.5% |
| YTD | +14.0% | -30.3% | +44.3% | +19.7% |
| 1Y | +13.8% | -42.4% | +56.2% | +22.9% |
| 3Y | +73.7% | -27.5% | +101.3% | +75.7% |
| 5Y | +34.6% | -14.9% | +49.5% | +21.6% |
| All | +67.1% | +198.2% | -131.1% | +18.4% |
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