+207.9%
PDD vs EMR
+162.3%
+45.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -4.1% | -1.5% | -2.5% | -3.5% |
| 30D | -9.6% | -5.6% | -4.0% | -7.7% |
| 3M | -4.3% | +7.9% | -12.2% | -7.9% |
| 6M | -18.8% | +6.0% | -24.8% | -21.6% |
| YTD | -27.5% | +16.4% | -43.9% | -32.9% |
| 1Y | -33.6% | +16.6% | -50.3% | -38.9% |
| 3Y | -20.4% | +62.9% | -83.3% | -37.5% |
| 5Y | -19.6% | +60.1% | -79.7% | -37.4% |
| All | +207.9% | +162.3% | +45.6% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling