+149.7%
EWY vs PDD
+198.0%
-48.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.0% |
| 7D | +4.2% | -4.9% | +9.1% | +4.9% |
| 30D | -10.7% | -3.0% | -7.6% | -10.4% |
| 3M | -20.1% | -6.2% | -13.9% | -19.6% |
| 6M | -24.3% | -20.7% | -3.6% | -22.4% |
| YTD | +46.9% | -30.4% | +77.2% | +53.2% |
| 1Y | +55.2% | -41.3% | +96.5% | +65.4% |
| 3Y | +157.0% | -27.7% | +184.7% | +159.2% |
| 5Y | +98.9% | -16.9% | +115.7% | +83.7% |
| All | +149.7% | +198.0% | -48.3% | +84.0% |
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 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