-8.2%
PDD vs EME
+398.3%
-406.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -1.0% | -8.8% | +7.8% | +0.4% |
| 30D | -2.4% | -18.2% | +15.8% | +0.9% |
| 3M | -14.6% | -20.2% | +5.6% | -11.6% |
| 6M | -19.6% | -29.9% | +10.3% | -14.8% |
| YTD | -30.0% | +5.7% | -35.7% | -33.0% |
| 1Y | -42.5% | -1.5% | -41.1% | -44.2% |
| 3Y | -27.2% | +208.4% | -235.6% | -55.7% |
| 5Y | -8.2% | +401.9% | -410.1% | -59.9% |
| All | -8.2% | +398.3% | -406.5% | -59.9% |
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