-36.2%
PDD vs EMR
+16.0%
-52.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.1% | +3.1% | -7.2% | -4.8% |
| 30D | -13.1% | -3.5% | -9.6% | -12.4% |
| 3M | -3.5% | +9.8% | -13.3% | -6.9% |
| 6M | -21.8% | +10.8% | -32.6% | -25.3% |
| YTD | -29.7% | +15.9% | -45.6% | -34.4% |
| 1Y | -36.2% | +16.4% | -52.6% | -41.3% |
| All | -36.2% | +16.0% | -52.3% | -41.3% |
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