+45.8%
EFA vs PDD
-1.2%
+47.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.4% | +5.6% | -7.1% | -1.9% |
| 30D | -1.2% | +5.8% | -6.9% | -1.7% |
| 3M | -5.1% | -8.6% | +3.5% | -4.4% |
| 6M | -1.2% | -18.8% | +17.6% | +0.4% |
| YTD | +7.8% | -26.8% | +34.6% | +10.5% |
| 1Y | +12.2% | -39.3% | +51.4% | +16.8% |
| 3Y | +61.5% | -22.5% | +84.0% | +61.3% |
| All | +45.8% | -1.2% | +47.0% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling