+100.2%
EFA vs PDD
+210.2%
-110.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.6% | -4.1% | +4.6% | +0.9% |
| 30D | +0.9% | -9.6% | +10.5% | +1.7% |
| 3M | +4.9% | -4.3% | +9.1% | +5.1% |
| 6M | +8.6% | -18.8% | +27.3% | +10.2% |
| YTD | +14.6% | -27.5% | +42.1% | +17.4% |
| 1Y | +22.6% | -33.6% | +56.3% | +26.4% |
| 3Y | +66.5% | -20.4% | +86.9% | +66.0% |
| 5Y | +54.5% | -19.6% | +74.1% | +46.1% |
| All | +100.2% | +210.2% | -110.0% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling