+207.9%
PDD vs EWJ
+95.6%
+112.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.3% |
| 7D | -4.1% | +2.5% | -6.6% | -6.4% |
| 30D | -9.6% | +3.3% | -12.9% | -12.6% |
| 3M | -4.3% | +5.0% | -9.2% | -9.9% |
| 6M | -18.8% | +11.5% | -30.3% | -28.1% |
| YTD | -27.5% | +22.4% | -49.9% | -41.9% |
| 1Y | -33.6% | +30.2% | -63.8% | -50.2% |
| 3Y | -20.4% | +72.8% | -93.2% | -57.6% |
| 5Y | -19.6% | +54.1% | -73.7% | -51.2% |
| All | +207.9% | +95.6% | +112.3% | +64.9% |
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