+201.5%
PDD vs EWJ
+82.1%
+119.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.7% | -6.4% |
| 7D | -1.4% | -1.5% | 0.0% | -0.7% |
| 30D | -1.0% | -6.5% | +5.5% | +4.7% |
| 3M | -12.3% | -5.6% | -6.7% | -8.6% |
| 6M | -18.5% | -0.3% | -18.2% | -20.3% |
| YTD | -29.0% | +13.9% | -42.9% | -39.7% |
| 1Y | -40.7% | +14.6% | -55.3% | -50.0% |
| 3Y | -25.7% | +66.6% | -92.3% | -59.6% |
| 5Y | -3.3% | +47.7% | -51.0% | -39.6% |
| All | +201.5% | +82.1% | +119.4% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling