+201.5%
PDD vs ETR
+277.1%
-75.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.1% |
| 7D | -1.4% | +1.7% | -3.2% | -1.5% |
| 30D | -1.0% | +8.7% | -9.8% | -1.1% |
| 3M | -12.3% | +4.9% | -17.2% | -12.3% |
| 6M | -18.5% | +0.8% | -19.3% | -18.5% |
| YTD | -29.0% | +23.1% | -52.1% | -29.4% |
| 1Y | -40.7% | +17.9% | -58.6% | -41.0% |
| 3Y | -25.7% | +154.5% | -180.2% | -26.8% |
| 5Y | -3.3% | +160.3% | -163.6% | -4.8% |
| All | +201.5% | +277.1% | -75.6% | +279.0% |
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