-13.6%
PDD vs EL
-65.2%
+51.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | -4.9% | +1.5% | -6.4% | -5.5% |
| 30D | -3.0% | +10.0% | -13.0% | -6.7% |
| 3M | -6.2% | +28.4% | -34.6% | -15.3% |
| 6M | -20.7% | +37.1% | -57.8% | -31.1% |
| YTD | -30.4% | +7.8% | -38.2% | -35.2% |
| 1Y | -41.3% | +26.0% | -67.3% | -49.3% |
| 3Y | -27.7% | +3.8% | -31.5% | -39.7% |
| All | -13.6% | -65.2% | +51.7% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling