+207.9%
PDD vs EME
+899.1%
-691.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -4.1% | +1.9% | -6.0% | -4.4% |
| 30D | -9.6% | -8.3% | -1.3% | -8.2% |
| 3M | -4.3% | -10.7% | +6.5% | -2.9% |
| 6M | -18.8% | +1.9% | -20.7% | -20.2% |
| YTD | -27.5% | +23.5% | -51.0% | -31.9% |
| 1Y | -33.6% | +18.0% | -51.6% | -37.5% |
| 3Y | -20.4% | +236.1% | -256.5% | -44.3% |
| 5Y | -19.6% | +527.9% | -547.5% | -53.3% |
| All | +207.9% | +899.1% | -691.2% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling