-25.7%
PDD vs EWJ
+65.0%
-90.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.7% | -5.0% |
| 7D | -1.4% | -1.5% | 0.0% | -1.0% |
| 30D | -1.0% | -6.5% | +5.5% | +2.4% |
| 3M | -12.3% | -5.6% | -6.7% | -9.9% |
| 6M | -18.5% | -0.3% | -18.2% | -19.5% |
| YTD | -29.0% | +13.9% | -42.9% | -36.0% |
| 1Y | -40.7% | +14.6% | -55.3% | -46.7% |
| 3Y | -25.7% | +66.6% | -92.3% | -41.1% |
| All | -25.7% | +65.0% | -90.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling