-0.3%
PDD vs EL
-66.1%
+65.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.9% |
| 7D | +5.6% | +0.8% | +4.9% | +5.1% |
| 30D | +5.8% | +16.5% | -10.8% | -0.3% |
| 3M | -8.6% | +29.2% | -37.8% | -17.7% |
| 6M | -18.8% | +27.9% | -46.8% | -27.6% |
| YTD | -26.8% | +6.2% | -33.0% | -31.5% |
| 1Y | -39.3% | +27.2% | -66.4% | -47.8% |
| 3Y | -22.5% | +3.2% | -25.7% | -35.4% |
| All | -0.3% | -66.1% | +65.9% | +93.7% |
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