-25.0%
PDD vs EQH
+94.3%
-119.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -4.6% | -1.8% | -2.9% | -3.9% |
| 30D | -14.0% | +2.4% | -16.4% | -15.2% |
| 3M | -4.9% | +26.3% | -31.2% | -14.8% |
| 6M | -25.8% | +35.8% | -61.6% | -36.2% |
| YTD | -31.4% | +12.7% | -44.0% | -36.0% |
| 1Y | -37.6% | +2.5% | -40.0% | -39.5% |
| 3Y | -18.4% | +98.6% | -117.0% | -52.0% |
| 5Y | -25.0% | +101.7% | -126.7% | -57.6% |
| All | -25.0% | +94.3% | -119.3% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling