+198.7%
PDD vs EFV
+117.9%
+80.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.3% |
| 7D | -4.1% | +1.0% | -5.1% | -5.0% |
| 30D | -13.1% | +0.2% | -13.3% | -13.3% |
| 3M | -3.5% | +9.6% | -13.1% | -12.0% |
| 6M | -21.8% | +14.0% | -35.8% | -31.3% |
| YTD | -29.7% | +18.5% | -48.1% | -40.6% |
| 1Y | -36.2% | +27.9% | -64.1% | -50.0% |
| 3Y | -16.4% | +92.4% | -108.8% | -56.1% |
| 5Y | -23.8% | +97.2% | -121.0% | -60.0% |
| All | +198.7% | +117.9% | +80.8% | +97.8% |
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