+38.4%
LLY vs PDD
-14.6%
+53.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +16.5% |
| 6M | +38.4% | -13.2% | +51.7% | +35.1% |
| All | +38.4% | -14.6% | +53.0% | +35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling