+195.8%
PDD vs ET
+122.9%
+72.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.6% |
| 30D | -3.0% | -2.5% | -0.6% | -2.6% |
| 3M | -6.2% | -4.9% | -1.3% | -5.2% |
| 6M | -20.7% | -0.1% | -20.6% | -21.1% |
| YTD | -30.4% | +26.2% | -56.6% | -35.6% |
| 1Y | -41.3% | +25.2% | -66.4% | -45.5% |
| 3Y | -27.7% | +84.2% | -111.9% | -40.8% |
| 5Y | -16.9% | +216.1% | -232.9% | -40.7% |
| All | +195.8% | +122.9% | +72.9% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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