-23.7%
PDD vs ETR
+127.8%
-151.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.1% | +1.4% | -5.5% | -4.1% |
| 30D | -9.6% | +1.0% | -10.6% | -9.6% |
| 3M | -4.3% | -1.3% | -3.0% | -4.3% |
| 6M | -18.8% | +1.9% | -20.6% | -19.0% |
| YTD | -27.5% | +18.2% | -45.7% | -28.2% |
| 1Y | -33.6% | +24.7% | -58.3% | -34.4% |
| 3Y | -20.4% | +150.7% | -171.1% | -22.0% |
| All | -23.7% | +127.8% | -151.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling