-40.1%
PDD vs ETHA
-29.6%
-10.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | -4.1% | +2.7% | -6.8% | -4.4% |
| 30D | -13.1% | +29.4% | -42.5% | -15.7% |
| 3M | -3.5% | +47.2% | -50.6% | -7.9% |
| 6M | -21.8% | +25.4% | -47.2% | -24.2% |
| YTD | -29.7% | -16.5% | -13.1% | -29.4% |
| 1Y | -36.2% | -42.3% | +6.1% | -33.7% |
| All | -40.1% | -29.6% | -10.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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