+195.8%
PDD vs ETR
+277.3%
-81.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +1.2% | -6.0% | -4.9% |
| 30D | -3.0% | +7.0% | -10.1% | -3.1% |
| 3M | -6.2% | +4.6% | -10.8% | -6.2% |
| 6M | -20.7% | +0.1% | -20.8% | -20.7% |
| YTD | -30.4% | +23.2% | -53.5% | -30.7% |
| 1Y | -41.3% | +20.6% | -61.9% | -41.6% |
| 3Y | -27.7% | +156.3% | -184.0% | -28.8% |
| 5Y | -16.9% | +159.6% | -176.5% | -18.1% |
| All | +195.8% | +277.3% | -81.5% | +271.8% |
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