+67.3%
EWZ vs PDD
+210.2%
-143.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.5% | -4.1% | +10.6% | +7.0% |
| 30D | +4.8% | -9.6% | +14.4% | +6.0% |
| 3M | +9.9% | -4.3% | +14.2% | +10.2% |
| 6M | +1.9% | -18.8% | +20.7% | +3.9% |
| YTD | +20.3% | -27.5% | +47.8% | +24.1% |
| 1Y | +35.6% | -33.6% | +69.2% | +41.1% |
| 3Y | +43.4% | -20.4% | +63.8% | +42.8% |
| 5Y | +55.9% | -19.6% | +75.5% | +46.1% |
| All | +67.3% | +210.2% | -143.0% | +20.6% |
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