+195.9%
PDD vs EFV
+113.0%
+82.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.8% | -1.0% | -2.8% | -3.1% |
| 30D | -2.4% | +3.1% | -5.4% | -5.4% |
| 3M | -12.7% | -1.2% | -11.5% | -12.0% |
| 6M | -20.0% | +5.6% | -25.7% | -24.7% |
| YTD | -30.3% | +15.8% | -46.1% | -40.1% |
| 1Y | -42.4% | +20.0% | -62.4% | -52.1% |
| 3Y | -27.5% | +91.0% | -118.5% | -61.8% |
| 5Y | -14.9% | +93.7% | -108.6% | -54.7% |
| All | +195.9% | +113.0% | +82.9% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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