-37.6%
PDD vs EFV
+27.3%
-64.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -4.1% | +8.4% | -12.5% | -11.0% |
| 6M | -23.4% | +12.3% | -35.8% | -31.1% |
| YTD | -30.7% | +17.4% | -48.1% | -41.2% |
| 1Y | -37.6% | +27.1% | -64.8% | -51.7% |
| All | -37.6% | +27.3% | -64.9% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling