-41.3%
PDD vs ET
+25.8%
-67.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | -4.9% | +2.5% | -7.4% | -3.9% |
| 30D | -3.0% | -2.5% | -0.6% | -3.7% |
| 3M | -6.2% | -4.9% | -1.3% | -7.5% |
| 6M | -20.7% | -0.1% | -20.6% | -20.6% |
| YTD | -30.4% | +26.2% | -56.6% | -26.7% |
| 1Y | -41.3% | +25.2% | -66.4% | -38.3% |
| All | -41.3% | +25.8% | -67.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling