+92.2%
EFA vs PDD
+192.6%
-100.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +1.3% | -7.6% | +8.9% | +1.9% |
| 30D | +0.5% | -5.4% | +5.9% | +1.0% |
| 3M | -4.1% | -12.9% | +8.8% | -3.1% |
| 6M | +2.4% | -19.0% | +21.5% | +4.0% |
| YTD | +10.0% | -31.6% | +41.6% | +13.2% |
| 1Y | +11.4% | -43.0% | +54.4% | +16.2% |
| 3Y | +65.4% | -28.9% | +94.3% | +66.4% |
| 5Y | +49.6% | -18.4% | +68.0% | +41.5% |
| All | +92.2% | +192.6% | -100.4% | +54.4% |
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