+20.6%
ETN vs PDD
-37.1%
+57.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +6.2% | -4.4% | +10.7% | +7.0% |
| 30D | -6.7% | -15.5% | +8.8% | -4.2% |
| 3M | +3.6% | -4.1% | +7.7% | +4.3% |
| 6M | +18.3% | -23.4% | +41.7% | +26.4% |
| YTD | +31.5% | -30.7% | +62.1% | +43.8% |
| 1Y | +20.6% | -37.6% | +58.2% | +39.7% |
| All | +20.6% | -37.1% | +57.7% | +39.7% |
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