+198.7%
PDD vs EMR
+161.2%
+37.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.1% | +3.1% | -7.2% | -5.2% |
| 30D | -13.1% | -3.5% | -9.6% | -12.0% |
| 3M | -3.5% | +9.8% | -13.3% | -7.8% |
| 6M | -21.8% | +10.8% | -32.6% | -25.8% |
| YTD | -29.7% | +15.9% | -45.6% | -34.8% |
| 1Y | -36.2% | +16.4% | -52.6% | -41.2% |
| 3Y | -16.4% | +62.1% | -78.5% | -34.2% |
| 5Y | -23.8% | +62.9% | -86.8% | -41.0% |
| All | +198.7% | +161.2% | +37.5% | +97.2% |
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