+134.1%
LLY vs PDD
-22.3%
+156.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -5.9% | -3.9% |
| 7D | -0.7% | +5.9% | -6.5% | -1.0% |
| 30D | +17.9% | +7.1% | +10.8% | +17.4% |
| 3M | +16.8% | -7.7% | +24.5% | +17.2% |
| 6M | +38.4% | -13.2% | +51.7% | +39.2% |
| YTD | +27.6% | -26.0% | +53.6% | +29.2% |
| 1Y | +48.3% | -38.4% | +86.8% | +51.4% |
| All | +134.1% | -22.3% | +156.4% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling