+194.4%
PDD vs EME
+899.2%
-704.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -4.4% | +2.7% | -7.2% | -5.0% |
| 30D | -15.5% | -6.8% | -8.7% | -14.4% |
| 3M | -4.1% | -8.8% | +4.8% | -3.2% |
| 6M | -23.4% | +5.0% | -28.4% | -25.3% |
| YTD | -30.7% | +23.5% | -54.2% | -34.9% |
| 1Y | -37.6% | +21.3% | -58.9% | -41.6% |
| 3Y | -17.5% | +241.1% | -258.6% | -42.5% |
| 5Y | -24.6% | +549.2% | -573.8% | -56.5% |
| All | +194.4% | +899.2% | -704.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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