+416.7%
ETN vs PDD
+199.6%
+217.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -9.3% | -1.0% | -8.3% | -9.3% |
| 30D | -17.3% | -2.4% | -14.9% | -17.2% |
| 3M | -20.1% | -14.6% | -5.5% | -19.4% |
| 6M | -11.3% | -19.6% | +8.3% | -10.2% |
| YTD | +12.5% | -30.0% | +42.5% | +14.9% |
| 1Y | -5.6% | -42.5% | +36.9% | -2.2% |
| 3Y | +65.6% | -27.2% | +92.8% | +66.3% |
| 5Y | +122.4% | -8.2% | +130.6% | +112.1% |
| All | +416.7% | +199.6% | +217.1% | +296.0% |
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 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