+207.9%
PDD vs ET
+142.6%
+65.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | -9.6% | +7.5% | -17.1% | -11.5% |
| 3M | -4.3% | +11.4% | -15.7% | -7.3% |
| 6M | -18.8% | +18.5% | -37.3% | -23.0% |
| YTD | -27.5% | +37.4% | -64.9% | -34.3% |
| 1Y | -33.6% | +30.9% | -64.6% | -39.0% |
| 3Y | -20.4% | +98.7% | -119.1% | -36.1% |
| 5Y | -19.6% | +230.7% | -250.3% | -43.4% |
| All | +207.9% | +142.6% | +65.3% | +143.2% |
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