+40.3%
EWZ vs PDD
+216.8%
-176.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -4.2% | +5.9% | -10.1% | -4.8% |
| 30D | -26.1% | +7.1% | -33.2% | -26.7% |
| 3M | -12.0% | -7.7% | -4.4% | -11.3% |
| 6M | -19.3% | -13.2% | -6.0% | -18.3% |
| YTD | +0.9% | -26.0% | +26.9% | +3.9% |
| 1Y | +3.4% | -38.4% | +41.8% | +8.5% |
| 3Y | +18.6% | -21.1% | +39.7% | +18.2% |
| 5Y | +56.6% | +0.3% | +56.3% | +43.0% |
| All | +40.3% | +216.8% | -176.5% | +1.0% |
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