+1,555.8%
LLY vs PDD
+203.8%
+1,352.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +19.7% | -1.0% | +20.8% | +19.7% |
| 3M | +19.3% | -12.3% | +31.5% | +19.6% |
| 6M | +49.3% | -18.5% | +67.8% | +49.9% |
| YTD | +32.0% | -29.0% | +61.0% | +32.9% |
| 1Y | +53.7% | -40.7% | +94.4% | +55.2% |
| 3Y | +143.7% | -25.7% | +169.4% | +144.0% |
| 5Y | +463.9% | -3.3% | +467.2% | +457.4% |
| All | +1,555.8% | +203.8% | +1,352.0% | +1,470.8% |
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 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