+207.9%
PDD vs EWT
+375.7%
-167.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -1.0% |
| 7D | -4.1% | +4.0% | -8.0% | -7.5% |
| 30D | -9.6% | +10.3% | -19.9% | -17.8% |
| 3M | -4.3% | +6.1% | -10.4% | -12.8% |
| 6M | -18.8% | +56.6% | -75.4% | -51.7% |
| YTD | -27.5% | +76.6% | -104.1% | -62.4% |
| 1Y | -33.6% | +97.9% | -131.5% | -69.8% |
| 3Y | -20.4% | +198.0% | -218.4% | -79.0% |
| 5Y | -19.6% | +151.8% | -171.3% | -72.5% |
| All | +207.9% | +375.7% | -167.8% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling