-23.7%
PDD vs EAT
+350.4%
-374.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -9.6% | +1.9% | -11.5% | -10.1% |
| 3M | -4.3% | +68.7% | -72.9% | -13.1% |
| 6M | -18.8% | +66.9% | -85.7% | -26.6% |
| YTD | -27.5% | +60.4% | -87.9% | -34.2% |
| 1Y | -33.6% | +44.0% | -77.6% | -38.8% |
| 3Y | -20.4% | +604.7% | -625.1% | -58.4% |
| All | -23.7% | +350.4% | -374.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling