+20.2%
EFA vs PDD
-36.6%
+56.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | 0.0% |
| 7D | +1.2% | -4.1% | +5.3% | +1.9% |
| 30D | -0.7% | -13.1% | +12.4% | +1.6% |
| 3M | +6.4% | -3.5% | +9.9% | +6.9% |
| 6M | +11.4% | -21.8% | +33.2% | +17.3% |
| YTD | +14.0% | -29.7% | +43.7% | +22.1% |
| 1Y | +20.2% | -36.2% | +56.4% | +32.6% |
| All | +20.2% | -36.6% | +56.8% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling