-33.6%
PDD vs EWJ
+31.1%
-64.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | +2.5% | -6.6% | -5.3% |
| 30D | -9.6% | +3.3% | -12.9% | -11.3% |
| 3M | -4.3% | +5.0% | -9.2% | -7.1% |
| 6M | -18.8% | +11.5% | -30.3% | -24.7% |
| YTD | -27.5% | +22.4% | -49.9% | -38.1% |
| 1Y | -33.6% | +30.2% | -63.8% | -44.3% |
| All | -33.6% | +31.1% | -64.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling