+194.4%
PDD vs EWJ
+93.1%
+101.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | -4.4% | +1.0% | -5.4% | -5.4% |
| 30D | -15.5% | +1.0% | -16.5% | -16.5% |
| 3M | -4.1% | +7.2% | -11.3% | -11.5% |
| 6M | -23.4% | +13.9% | -37.3% | -33.6% |
| YTD | -30.7% | +20.8% | -51.5% | -43.8% |
| 1Y | -37.6% | +26.4% | -64.0% | -51.8% |
| 3Y | -17.5% | +71.8% | -89.3% | -55.9% |
| 5Y | -24.6% | +49.9% | -74.5% | -53.1% |
| All | +194.4% | +93.1% | +101.3% | +59.7% |
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