+139.6%
EWY vs PDD
+213.3%
-73.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | -10.4% | +5.6% | -16.0% | -11.1% |
| 30D | -25.4% | +5.8% | -31.2% | -26.0% |
| 3M | -16.5% | -8.6% | -7.9% | -15.7% |
| 6M | -24.7% | -18.8% | -5.9% | -23.0% |
| YTD | +40.9% | -26.8% | +67.7% | +46.1% |
| 1Y | +49.8% | -39.3% | +89.1% | +59.0% |
| 3Y | +134.8% | -22.5% | +157.3% | +134.8% |
| 5Y | +91.4% | -0.8% | +92.2% | +73.0% |
| All | +139.6% | +213.3% | -73.7% | +75.5% |
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