-38.6%
PDD vs EWT
+54.0%
-92.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +6.0% | -10.9% | +16.9% | +8.2% |
| 30D | +5.5% | -17.7% | +23.2% | +9.2% |
| 3M | -9.8% | -5.0% | -4.7% | -9.5% |
| 6M | -16.0% | +7.4% | -23.4% | -21.7% |
| YTD | -27.6% | +52.8% | -80.4% | -46.6% |
| 1Y | -38.6% | +55.2% | -93.8% | -55.5% |
| All | -38.6% | +54.0% | -92.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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