+197.4%
PDD vs EWJ
+79.9%
+117.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -1.0% | -2.4% | +1.4% | +0.6% |
| 30D | -2.4% | -7.6% | +5.2% | +4.4% |
| 3M | -14.6% | -5.9% | -8.7% | -10.8% |
| 6M | -19.6% | -1.5% | -18.2% | -20.5% |
| YTD | -30.0% | +12.6% | -42.5% | -39.9% |
| 1Y | -42.5% | +12.7% | -55.2% | -50.7% |
| 3Y | -27.2% | +63.1% | -90.3% | -59.6% |
| 5Y | -8.2% | +48.2% | -56.4% | -42.8% |
| All | +197.4% | +79.9% | +117.5% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling