-22.5%
PDD vs EWT
+136.7%
-159.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -2.6% |
| 7D | +5.6% | -11.7% | +17.4% | +10.3% |
| 30D | +5.8% | -23.2% | +29.0% | +17.0% |
| 3M | -8.6% | -12.5% | +3.9% | -5.1% |
| 6M | -18.8% | -5.9% | -12.9% | -20.9% |
| YTD | -26.8% | +40.5% | -67.2% | -45.1% |
| 1Y | -39.3% | +43.7% | -83.0% | -55.2% |
| 3Y | -22.5% | +136.6% | -159.1% | -61.6% |
| All | -22.5% | +136.7% | -159.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling