+198.7%
PDD vs EAT
+378.9%
-180.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.6% |
| 7D | -4.1% | -4.9% | +0.8% | -3.5% |
| 30D | -13.1% | -1.2% | -11.9% | -13.1% |
| 3M | -3.5% | +52.2% | -55.7% | -8.8% |
| 6M | -21.8% | +65.0% | -86.8% | -27.2% |
| YTD | -29.7% | +55.0% | -84.7% | -34.1% |
| 1Y | -36.2% | +42.1% | -78.3% | -39.9% |
| 3Y | -16.4% | +614.7% | -631.1% | -40.9% |
| 5Y | -23.8% | +322.7% | -346.6% | -44.1% |
| All | +198.7% | +378.9% | -180.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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