-22.5%
PDD vs EMR
+85.7%
-108.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +5.6% | -1.6% | +7.2% | +6.0% |
| 30D | +5.8% | +2.0% | +3.8% | +5.0% |
| 3M | -8.6% | +3.8% | -12.4% | -10.0% |
| 6M | -18.8% | +10.5% | -29.4% | -22.0% |
| YTD | -26.8% | +23.7% | -50.5% | -32.8% |
| 1Y | -39.3% | +25.4% | -64.7% | -44.6% |
| 3Y | -22.5% | +86.6% | -109.1% | -35.4% |
| All | -22.5% | +85.7% | -108.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling