+230.3%
EWY vs PDD
+210.2%
+20.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +4.8% | -4.1% | +8.9% | +5.4% |
| 30D | +11.7% | -9.6% | +21.3% | +13.1% |
| 3M | -7.4% | -4.3% | -3.1% | -7.1% |
| 6M | +40.6% | -18.8% | +59.3% | +44.1% |
| YTD | +94.3% | -27.5% | +121.8% | +102.0% |
| 1Y | +164.3% | -33.6% | +197.9% | +177.8% |
| 3Y | +221.0% | -20.4% | +241.4% | +220.2% |
| 5Y | +139.1% | -19.6% | +158.7% | +121.6% |
| All | +230.3% | +210.2% | +20.1% | +142.7% |
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