-38.6%
PDD vs ETR
+18.4%
-57.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +2.8% |
| 7D | +6.0% | +3.7% | +2.3% | +6.5% |
| 30D | +5.5% | +11.0% | -5.5% | +6.9% |
| 3M | -9.8% | +3.4% | -13.2% | -9.3% |
| 6M | -16.0% | -3.3% | -12.7% | -16.0% |
| YTD | -27.6% | +23.3% | -50.8% | -29.4% |
| 1Y | -38.6% | +19.2% | -57.8% | -39.9% |
| All | -38.6% | +18.4% | -57.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling