-38.1%
PDD vs ELAN
+23.9%
-62.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.5% |
| 7D | -4.6% | -6.4% | +1.7% | -3.7% |
| 30D | -14.0% | +0.6% | -14.6% | -14.0% |
| 3M | -4.9% | 0.0% | -4.8% | -5.4% |
| 6M | -25.8% | -3.4% | -22.3% | -26.3% |
| YTD | -31.4% | +1.0% | -32.4% | -32.2% |
| All | -38.1% | +23.9% | -62.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling