-13.6%
PDD vs EMB
+7.3%
-20.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.2% |
| 7D | -4.9% | -0.9% | -4.0% | -3.5% |
| 30D | -3.0% | +0.4% | -3.4% | -3.6% |
| 3M | -6.2% | -3.1% | -3.1% | -1.2% |
| 6M | -20.7% | -2.1% | -18.7% | -18.2% |
| YTD | -30.4% | -1.1% | -29.3% | -29.2% |
| 1Y | -41.3% | -0.1% | -41.2% | -41.3% |
| 3Y | -27.7% | +29.6% | -57.3% | -54.4% |
| All | -13.6% | +7.3% | -20.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling