-42.5%
PDD vs EMR
+30.5%
-73.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -2.4% | +3.5% | -5.9% | -3.3% |
| 3M | -14.6% | +5.9% | -20.5% | -15.9% |
| 6M | -19.6% | +19.4% | -39.1% | -24.0% |
| YTD | -30.0% | +27.7% | -57.6% | -37.1% |
| 1Y | -42.5% | +30.9% | -73.4% | -49.2% |
| All | -42.5% | +30.5% | -73.0% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling