+195.9%
PDD vs EL
-12.1%
+208.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -3.8% | +0.3% | -4.1% | -4.1% |
| 30D | -2.4% | +12.3% | -14.6% | -6.9% |
| 3M | -12.7% | +28.4% | -41.1% | -21.4% |
| 6M | -20.0% | +36.7% | -56.8% | -30.8% |
| YTD | -30.3% | +8.4% | -38.7% | -35.5% |
| 1Y | -42.4% | +25.4% | -67.8% | -50.2% |
| 3Y | -27.5% | +3.4% | -31.0% | -38.5% |
| 5Y | -14.9% | -64.8% | +49.8% | +31.5% |
| All | +195.9% | -12.1% | +208.0% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling