+197.4%
PDD vs EME
+755.4%
-558.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -14.6% | -20.2% | +5.6% | -11.5% |
| 6M | -19.6% | -29.9% | +10.3% | -15.0% |
| YTD | -30.0% | +5.7% | -35.7% | -32.6% |
| 1Y | -42.5% | -1.5% | -41.1% | -43.9% |
| 3Y | -27.2% | +208.4% | -235.6% | -48.8% |
| 5Y | -8.2% | +401.9% | -410.1% | -44.5% |
| All | +197.4% | +755.4% | -558.0% | +35.2% |
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