+201.5%
PDD vs EMR
+191.0%
+10.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.5% | -4.7% |
| 7D | -1.4% | +2.1% | -3.6% | -2.4% |
| 30D | -1.0% | +4.8% | -5.8% | -3.1% |
| 3M | -12.3% | +7.5% | -19.7% | -15.2% |
| 6M | -18.5% | +20.9% | -39.4% | -25.3% |
| YTD | -29.0% | +29.2% | -58.2% | -37.1% |
| 1Y | -40.7% | +33.0% | -73.7% | -48.2% |
| 3Y | -25.7% | +109.8% | -135.4% | -47.5% |
| 5Y | -3.3% | +91.9% | -95.2% | -29.6% |
| All | +201.5% | +191.0% | +10.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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