+92.8%
EFA vs PDD
+199.6%
-106.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +0.9% | -2.4% | +3.3% | +1.1% |
| 3M | -3.4% | -14.6% | +11.2% | -2.2% |
| 6M | +2.0% | -19.6% | +21.6% | +3.6% |
| YTD | +10.4% | -30.0% | +40.4% | +13.3% |
| 1Y | +13.3% | -42.5% | +55.8% | +18.1% |
| 3Y | +65.9% | -27.2% | +93.1% | +66.6% |
| 5Y | +51.5% | -8.2% | +59.7% | +42.0% |
| All | +92.8% | +199.6% | -106.8% | +54.6% |
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 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