+207.9%
PDD vs EQH
+204.1%
+3.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -4.1% | +5.5% | -9.6% | -5.5% |
| 30D | -9.6% | +3.2% | -12.8% | -10.6% |
| 3M | -4.3% | +32.5% | -36.8% | -12.1% |
| 6M | -18.8% | +33.7% | -52.5% | -25.8% |
| YTD | -27.5% | +13.4% | -40.9% | -30.8% |
| 1Y | -33.6% | +0.6% | -34.2% | -34.7% |
| 3Y | -20.4% | +95.1% | -115.5% | -37.8% |
| 5Y | -19.6% | +92.7% | -112.3% | -36.8% |
| All | +207.9% | +204.1% | +3.8% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling