+426.0%
ETN vs PDD
+198.2%
+227.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +2.4% | -3.8% | +6.3% | +2.7% |
| 30D | -15.2% | -2.4% | -12.9% | -15.2% |
| 3M | -21.2% | -12.7% | -8.5% | -20.6% |
| 6M | -13.5% | -20.0% | +6.6% | -12.3% |
| YTD | +14.5% | -30.3% | +44.8% | +17.1% |
| 1Y | -0.9% | -42.4% | +41.5% | +2.7% |
| 3Y | +68.6% | -27.5% | +96.2% | +69.4% |
| 5Y | +129.0% | -14.9% | +144.0% | +119.7% |
| All | +426.0% | +198.2% | +227.9% | +303.3% |
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 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