+57.8%
EWZ vs PDD
-1.2%
+59.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | +5.6% | -7.1% | -2.0% |
| 30D | -24.5% | +5.8% | -30.3% | -25.0% |
| 3M | -10.7% | -8.6% | -2.1% | -10.0% |
| 6M | -19.1% | -18.8% | -0.2% | -17.6% |
| YTD | +1.6% | -26.8% | +28.4% | +4.4% |
| 1Y | +4.3% | -39.3% | +43.6% | +9.0% |
| 3Y | +19.0% | -22.5% | +41.5% | +19.0% |
| All | +57.8% | -1.2% | +59.1% | +49.4% |
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