-23.7%
PDD vs EL
-67.1%
+43.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.4% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -9.6% | +19.8% | -29.4% | -16.0% |
| 3M | -4.3% | +25.7% | -30.0% | -12.7% |
| 6M | -18.8% | +5.4% | -24.2% | -22.2% |
| YTD | -27.5% | +0.2% | -27.7% | -30.4% |
| 1Y | -33.6% | +20.4% | -54.1% | -41.9% |
| 3Y | -20.4% | -32.1% | +11.7% | -11.0% |
| All | -23.7% | -67.1% | +43.4% | +52.2% |
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