+148.1%
EWY vs PDD
-25.6%
+173.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.0% |
| 7D | +8.0% | -4.1% | +12.1% | +8.6% |
| 30D | +14.3% | -13.1% | +27.4% | +16.5% |
| 3M | +2.3% | -3.5% | +5.8% | +2.5% |
| 6M | +49.9% | -21.8% | +71.6% | +54.6% |
| YTD | +95.3% | -29.7% | +125.0% | +104.4% |
| 1Y | +161.7% | -36.2% | +197.9% | +177.4% |
| 3Y | +230.2% | -16.4% | +246.5% | +227.5% |
| 5Y | +148.1% | -23.8% | +172.0% | +138.6% |
| All | +148.1% | -25.6% | +173.7% | +138.6% |
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 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