-36.7%
PDD vs EWJ
+28.0%
-64.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.1% | +2.9% | -7.0% | -5.5% |
| 30D | -13.1% | +1.1% | -14.2% | -13.7% |
| 3M | -3.5% | +7.1% | -10.6% | -7.8% |
| 6M | -21.8% | +16.2% | -38.0% | -29.5% |
| YTD | -29.7% | +22.0% | -51.7% | -40.3% |
| All | -36.7% | +28.0% | -64.7% | -47.6% |
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 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