-19.3%
PDD vs EQH
+95.5%
-114.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | -15.5% | -1.1% | -14.4% | -15.4% |
| 3M | -4.1% | +25.0% | -29.1% | -8.3% |
| 6M | -23.4% | +33.9% | -57.3% | -27.9% |
| YTD | -30.7% | +11.6% | -42.3% | -32.7% |
| 1Y | -37.6% | +1.5% | -39.2% | -38.5% |
| All | -19.3% | +95.5% | -114.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling