-14.9%
PDD vs EFV
+93.8%
-108.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +1.5% | -5.6% | -5.3% |
| 30D | -9.6% | +1.7% | -11.3% | -11.0% |
| 3M | -4.3% | +8.6% | -12.9% | -11.6% |
| 6M | -18.8% | +11.7% | -30.4% | -26.8% |
| YTD | -27.5% | +19.3% | -46.8% | -38.6% |
| 1Y | -33.6% | +30.2% | -63.8% | -48.3% |
| All | -14.9% | +93.8% | -108.7% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling