+41.3%
EWZ vs PDD
+213.3%
-172.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | +5.6% | -7.1% | -2.1% |
| 30D | -24.5% | +5.8% | -30.3% | -25.0% |
| 3M | -10.7% | -8.6% | -2.1% | -9.9% |
| 6M | -19.1% | -18.8% | -0.2% | -17.5% |
| YTD | +1.6% | -26.8% | +28.4% | +4.7% |
| 1Y | +4.3% | -39.3% | +43.6% | +9.6% |
| 3Y | +19.0% | -22.5% | +41.5% | +18.8% |
| 5Y | +57.7% | -0.8% | +58.4% | +44.2% |
| All | +41.3% | +213.3% | -172.0% | +1.8% |
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