+191.4%
PDD vs EQH
+206.3%
-14.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -5.4% | +0.7% | -6.1% | -5.5% |
| 30D | -12.6% | +2.8% | -15.4% | -13.5% |
| 3M | -4.3% | +23.1% | -27.4% | -10.1% |
| 6M | -24.4% | +41.4% | -65.8% | -32.1% |
| YTD | -31.4% | +14.3% | -45.6% | -34.7% |
| 1Y | -38.1% | +1.6% | -39.7% | -39.3% |
| 3Y | -20.1% | +102.7% | -122.8% | -38.3% |
| 5Y | -25.0% | +104.5% | -129.5% | -41.7% |
| All | +191.4% | +206.3% | -14.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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