+443.8%
LLY vs PDD
-1.2%
+445.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -4.5% | +5.6% | -10.1% | -4.6% |
| 30D | +13.9% | +5.8% | +8.1% | +13.8% |
| 3M | +13.8% | -8.6% | +22.4% | +13.9% |
| 6M | +37.6% | -18.8% | +56.5% | +38.0% |
| YTD | +26.6% | -26.8% | +53.4% | +27.1% |
| 1Y | +45.3% | -39.3% | +84.6% | +46.2% |
| 3Y | +132.2% | -22.5% | +154.7% | +132.7% |
| All | +443.8% | -1.2% | +445.1% | +442.7% |
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