+372.0%
LLY vs PDD
-22.7%
+394.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.1% | -4.1% | +1.9% | -2.1% |
| 30D | -1.6% | -9.6% | +8.0% | -1.4% |
| 3M | +2.3% | -4.3% | +6.6% | +2.3% |
| 6M | +14.9% | -18.8% | +33.6% | +15.2% |
| YTD | +7.5% | -27.5% | +35.0% | +7.9% |
| 1Y | +55.7% | -33.6% | +89.3% | +56.5% |
| 3Y | +110.6% | -20.4% | +131.0% | +111.0% |
| All | +372.0% | -22.7% | +394.7% | +384.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling