-23.8%
PDD vs EME
+565.5%
-589.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -4.1% | +5.2% | -9.3% | -5.0% |
| 30D | -13.1% | -5.4% | -7.7% | -12.3% |
| 3M | -3.5% | -6.1% | +2.6% | -3.0% |
| 6M | -21.8% | +9.7% | -31.4% | -24.5% |
| YTD | -29.7% | +26.6% | -56.2% | -34.5% |
| 1Y | -36.2% | +24.6% | -60.8% | -40.9% |
| 3Y | -16.4% | +249.6% | -265.9% | -47.8% |
| 5Y | -23.8% | +556.6% | -580.4% | -67.1% |
| All | -23.8% | +565.5% | -589.4% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling