+55.0%
EWZ vs PDD
-22.7%
+77.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.5% | -4.1% | +10.6% | +6.9% |
| 30D | +4.8% | -9.6% | +14.4% | +5.9% |
| 3M | +9.9% | -4.3% | +14.2% | +10.2% |
| 6M | +1.9% | -18.8% | +20.7% | +3.8% |
| YTD | +20.3% | -27.5% | +47.8% | +23.9% |
| 1Y | +35.6% | -33.6% | +69.2% | +40.9% |
| 3Y | +43.4% | -20.4% | +63.8% | +43.0% |
| All | +55.0% | -22.7% | +77.6% | +65.7% |
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 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