+198.7%
PDD vs EWT
+373.0%
-174.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -4.1% | +1.6% | -5.8% | -5.5% |
| 30D | -13.1% | +8.2% | -21.3% | -19.6% |
| 3M | -3.5% | +11.1% | -14.5% | -15.5% |
| 6M | -21.8% | +60.4% | -82.2% | -54.7% |
| YTD | -29.7% | +75.6% | -105.2% | -63.3% |
| 1Y | -36.2% | +91.3% | -127.5% | -69.9% |
| 3Y | -16.4% | +200.3% | -216.6% | -78.2% |
| 5Y | -23.8% | +156.4% | -180.2% | -74.5% |
| All | +198.7% | +373.0% | -174.3% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling