+211.0%
PDD vs EAT
+344.6%
-133.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | +5.6% | -2.6% | +8.3% | +5.9% |
| 30D | +5.8% | +11.5% | -5.7% | +4.1% |
| 3M | -8.6% | -9.1% | +0.5% | -7.9% |
| 6M | -18.8% | +40.4% | -59.3% | -22.9% |
| YTD | -26.8% | +43.9% | -70.7% | -31.0% |
| 1Y | -39.3% | +101.9% | -141.2% | -45.4% |
| 3Y | -22.5% | +489.9% | -512.4% | -43.7% |
| 5Y | -0.8% | +362.6% | -363.4% | -27.7% |
| All | +211.0% | +344.6% | -133.7% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling