+1,585.5%
LLY vs PDD
+198.2%
+1,387.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | -3.8% | +5.2% | +1.4% |
| 30D | +21.5% | -2.4% | +23.9% | +21.6% |
| 3M | +18.5% | -12.7% | +31.2% | +18.8% |
| 6M | +49.1% | -20.0% | +69.1% | +49.7% |
| YTD | +34.4% | -30.3% | +64.7% | +35.3% |
| 1Y | +46.3% | -42.4% | +88.7% | +47.8% |
| 3Y | +145.5% | -27.5% | +173.0% | +145.9% |
| 5Y | +472.7% | -14.9% | +487.6% | +468.3% |
| All | +1,585.5% | +198.2% | +1,387.3% | +1,499.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling