+191.4%
PDD vs EL
-24.0%
+215.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -5.4% | -6.5% | +1.1% | -2.9% |
| 30D | -12.6% | +11.1% | -23.8% | -16.6% |
| 3M | -4.3% | +10.7% | -15.0% | -8.7% |
| 6M | -24.4% | +6.9% | -31.3% | -28.3% |
| YTD | -31.4% | -6.3% | -25.1% | -32.6% |
| 1Y | -38.1% | +13.5% | -51.6% | -44.7% |
| 3Y | -20.1% | -33.1% | +12.9% | -16.5% |
| 5Y | -25.0% | -68.8% | +43.8% | +21.5% |
| All | +191.4% | -24.0% | +215.4% | +203.6% |
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