+1,247.8%
LLY vs PDD
+210.2%
+1,037.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 6M | +14.9% | -18.8% | +33.6% | +15.3% |
| YTD | +7.5% | -27.5% | +35.0% | +8.1% |
| 1Y | +55.7% | -33.6% | +89.3% | +56.9% |
| 3Y | +110.6% | -20.4% | +131.0% | +110.6% |
| 5Y | +363.4% | -19.6% | +383.0% | +360.4% |
| All | +1,247.8% | +210.2% | +1,037.6% | +1,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling