+233.7%
EWY vs PDD
+196.6%
+37.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +6.7% | -4.4% | +11.1% | +7.3% |
| 30D | +17.0% | -15.5% | +32.4% | +19.5% |
| 3M | +3.7% | -4.1% | +7.7% | +3.9% |
| 6M | +42.5% | -23.4% | +65.9% | +47.1% |
| YTD | +96.2% | -30.7% | +126.9% | +105.2% |
| 1Y | +160.4% | -37.6% | +198.0% | +175.9% |
| 3Y | +231.7% | -17.5% | +249.2% | +229.5% |
| 5Y | +153.3% | -24.6% | +177.9% | +136.7% |
| All | +233.7% | +196.6% | +37.0% | +146.6% |
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 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