+201.5%
PDD vs EAT
+338.1%
-136.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.9% |
| 7D | -1.4% | -3.9% | +2.5% | -1.0% |
| 30D | -1.0% | +5.0% | -6.0% | -1.8% |
| 3M | -12.3% | -9.6% | -2.6% | -11.5% |
| 6M | -18.5% | +46.8% | -65.3% | -23.1% |
| YTD | -29.0% | +41.8% | -70.8% | -33.0% |
| 1Y | -40.7% | +98.3% | -139.0% | -46.6% |
| 3Y | -25.7% | +503.1% | -528.7% | -46.2% |
| 5Y | -3.3% | +356.7% | -359.9% | -29.4% |
| All | +201.5% | +338.1% | -136.6% | +124.2% |
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