-35.8%
LITE vs PDD
-17.6%
-18.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -7.4% |
| 7D | -31.4% | +6.0% | -37.5% | -30.6% |
| 30D | -42.6% | +5.5% | -48.0% | -41.9% |
| 3M | -26.2% | -9.8% | -16.5% | -25.6% |
| 6M | -35.8% | -16.0% | -19.8% | -29.5% |
| All | -35.8% | -17.6% | -18.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 6mo: compounded portfolio wealth divided by compounded PDD 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…
6mo analysis · Full analysis span regression · 6 months rolling