-14.9%
PDD vs EWT
+202.3%
-217.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.2% |
| 7D | -4.1% | +4.0% | -8.0% | -5.8% |
| 30D | -9.6% | +10.3% | -19.9% | -13.9% |
| 3M | -4.3% | +6.1% | -10.4% | -8.1% |
| 6M | -18.8% | +56.6% | -75.4% | -39.6% |
| YTD | -27.5% | +76.6% | -104.1% | -50.4% |
| 1Y | -33.6% | +97.9% | -131.5% | -58.0% |
| All | -14.9% | +202.3% | -217.2% | -61.8% |
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