-24.7%
EWY vs PDD
-14.6%
-10.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +3.9% |
| 7D | -10.4% | +5.6% | -16.0% | -9.7% |
| 30D | -25.4% | +5.8% | -31.2% | -24.8% |
| 3M | -16.5% | -8.6% | -7.9% | -16.5% |
| 6M | -24.7% | -18.8% | -5.9% | -16.0% |
| All | -24.7% | -14.6% | -10.1% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling