+57.3%
LLY vs PDD
-38.2%
+95.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | +10.1% | +6.0% | +4.0% | +9.4% |
| 30D | +24.0% | +5.5% | +18.6% | +23.3% |
| 3M | +27.3% | -9.8% | +37.0% | +28.1% |
| 6M | +47.0% | -16.0% | +63.0% | +48.9% |
| YTD | +32.6% | -27.6% | +60.1% | +34.8% |
| 1Y | +57.3% | -38.6% | +96.0% | +61.8% |
| All | +57.3% | -38.2% | +95.5% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling