-40.6%
PDD vs ETHA
-41.0%
+0.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -3.8% | -14.0% | +10.2% | -2.3% |
| 30D | -2.4% | -17.4% | +15.0% | -0.4% |
| 3M | -12.7% | +10.6% | -23.3% | -14.1% |
| 6M | -20.0% | -11.2% | -8.8% | -19.6% |
| YTD | -30.3% | -30.1% | -0.3% | -28.8% |
| 1Y | -42.4% | -39.6% | -2.7% | -40.3% |
| All | -40.6% | -41.0% | +0.4% | -40.9% |
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