+99.1%
EFA vs PDD
+200.9%
-101.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | -0.3% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | -0.7% | -13.1% | +12.4% | +0.4% |
| 3M | +6.4% | -3.5% | +9.9% | +6.6% |
| 6M | +11.4% | -21.8% | +33.2% | +13.4% |
| YTD | +14.0% | -29.7% | +43.7% | +17.0% |
| 1Y | +20.2% | -36.2% | +56.4% | +24.3% |
| 3Y | +68.2% | -16.4% | +84.6% | +67.0% |
| 5Y | +54.8% | -23.8% | +78.7% | +47.0% |
| All | +99.1% | +200.9% | -101.8% | +59.7% |
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