-38.2%
PDD vs ETHA
-30.3%
-7.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.0% |
| 7D | -4.1% | +0.8% | -4.9% | -4.2% |
| 30D | -9.6% | +27.9% | -37.5% | -12.3% |
| 3M | -4.3% | +38.3% | -42.6% | -8.2% |
| 6M | -18.8% | +14.0% | -32.7% | -20.5% |
| YTD | -27.5% | -17.4% | -10.1% | -27.1% |
| 1Y | -33.6% | -42.7% | +9.0% | -30.9% |
| All | -38.2% | -30.3% | -7.9% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling