+197.4%
PDD vs ET
+123.2%
+74.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.9% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -2.4% | -3.1% | +0.7% | -1.8% |
| 3M | -14.6% | -3.9% | -10.7% | -14.0% |
| 6M | -19.6% | +4.0% | -23.6% | -21.0% |
| YTD | -30.0% | +26.4% | -56.4% | -35.2% |
| 1Y | -42.5% | +24.9% | -67.4% | -46.7% |
| 3Y | -27.2% | +85.2% | -112.4% | -40.5% |
| 5Y | -8.2% | +218.3% | -226.5% | -34.7% |
| All | +197.4% | +123.2% | +74.1% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling