+207.9%
PDD vs ETR
+261.9%
-54.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| YTD | -27.5% | +18.2% | -45.7% | -27.9% |
| 1Y | -33.6% | +24.7% | -58.3% | -34.1% |
| 3Y | -20.4% | +150.7% | -171.1% | -21.6% |
| 5Y | -19.6% | +127.0% | -146.6% | -20.7% |
| All | +207.9% | +261.9% | -54.0% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling