+198.7%
PDD vs ETR
+266.1%
-67.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | -4.1% | +1.4% | -5.5% | -4.1% |
| 30D | -13.1% | +1.9% | -15.0% | -13.1% |
| 3M | -3.5% | +1.0% | -4.5% | -3.5% |
| 6M | -21.8% | +4.8% | -26.6% | -22.0% |
| YTD | -29.7% | +19.5% | -49.2% | -30.0% |
| 1Y | -36.2% | +28.1% | -64.3% | -36.7% |
| 3Y | -16.4% | +151.1% | -167.5% | -17.6% |
| 5Y | -23.8% | +125.2% | -149.0% | -24.9% |
| All | +198.7% | +266.1% | -67.4% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling