+197.4%
PDD vs EL
-11.2%
+208.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.0% | +7.6% | -8.6% | -3.8% |
| 30D | -2.4% | +15.7% | -18.1% | -8.0% |
| 3M | -14.6% | +30.5% | -45.2% | -23.6% |
| 6M | -19.6% | +32.5% | -52.2% | -29.5% |
| YTD | -30.0% | +9.4% | -39.4% | -35.4% |
| 1Y | -42.5% | +28.4% | -70.9% | -50.7% |
| 3Y | -27.2% | +4.4% | -31.6% | -38.5% |
| 5Y | -8.2% | -64.5% | +56.3% | +41.4% |
| All | +197.4% | -11.2% | +208.6% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling