+85.4%
EEM vs PDD
+200.9%
-115.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | +3.1% | -4.1% | +7.2% | +3.7% |
| 30D | +4.9% | -13.1% | +17.9% | +7.0% |
| 3M | +5.2% | -3.5% | +8.7% | +5.5% |
| 6M | +20.7% | -21.8% | +42.5% | +24.8% |
| YTD | +26.5% | -29.7% | +56.1% | +32.8% |
| 1Y | +37.8% | -36.2% | +74.1% | +46.7% |
| 3Y | +91.0% | -16.4% | +107.3% | +89.1% |
| 5Y | +47.0% | -23.8% | +70.9% | +34.8% |
| All | +85.4% | +200.9% | -115.6% | +31.4% |
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