+207.9%
PDD vs EL
-18.7%
+226.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | -4.3% | +25.7% | -30.0% | -13.0% |
| 6M | -18.8% | +5.4% | -24.2% | -22.4% |
| YTD | -27.5% | +0.2% | -27.7% | -30.6% |
| 1Y | -33.6% | +20.4% | -54.1% | -42.0% |
| 3Y | -20.4% | -32.1% | +11.7% | -16.0% |
| 5Y | -19.6% | -67.2% | +47.6% | +27.9% |
| All | +207.9% | -18.7% | +226.6% | +212.8% |
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