+64.6%
EEM vs PDD
+192.6%
-127.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +5.3% | -7.6% | +13.0% | +6.6% |
| 30D | -7.0% | -5.4% | -1.6% | -6.3% |
| 3M | -8.0% | -12.9% | +4.9% | -6.2% |
| 6M | -6.6% | -19.0% | +12.4% | -4.1% |
| YTD | +12.3% | -31.6% | +44.0% | +18.3% |
| 1Y | +12.2% | -43.0% | +55.2% | +21.3% |
| 3Y | +71.2% | -28.9% | +100.1% | +73.7% |
| 5Y | +32.2% | -18.4% | +50.6% | +20.3% |
| All | +64.6% | +192.6% | -127.9% | +17.1% |
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