+177.8%
ETN vs PDD
-22.9%
+200.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +6.2% | -4.4% | +10.7% | +6.6% |
| 30D | -6.7% | -15.5% | +8.8% | -5.6% |
| 3M | +3.6% | -4.1% | +7.7% | +3.8% |
| 6M | +18.3% | -23.4% | +41.7% | +20.3% |
| YTD | +31.5% | -30.7% | +62.1% | +34.5% |
| 1Y | +20.6% | -37.6% | +58.2% | +24.2% |
| 3Y | +82.5% | -17.5% | +100.1% | +82.6% |
| 5Y | +177.8% | -24.6% | +202.4% | +172.0% |
| All | +177.8% | -22.9% | +200.6% | +172.0% |
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