-24.6%
PDD vs ET
+242.4%
-267.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -4.4% | +0.6% | -5.1% | -4.7% |
| 30D | -15.5% | +5.3% | -20.8% | -17.6% |
| 3M | -4.1% | +15.6% | -19.7% | -10.9% |
| 6M | -23.4% | +20.6% | -44.0% | -30.7% |
| YTD | -30.7% | +38.5% | -69.2% | -41.9% |
| 1Y | -37.6% | +35.7% | -73.4% | -47.3% |
| 3Y | -17.5% | +98.4% | -115.9% | -47.4% |
| 5Y | -24.6% | +245.3% | -269.9% | -65.9% |
| All | -24.6% | +242.4% | -267.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling