-19.3%
PDD vs ELAN
+102.3%
-121.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.2% |
| 7D | -4.4% | -4.6% | +0.2% | -3.8% |
| 30D | -15.5% | +5.7% | -21.2% | -16.1% |
| 3M | -4.1% | -3.9% | -0.2% | -3.8% |
| 6M | -23.4% | -1.6% | -21.8% | -23.9% |
| YTD | -30.7% | +4.1% | -34.7% | -31.6% |
| 1Y | -37.6% | +25.5% | -63.2% | -40.1% |
| All | -19.3% | +102.3% | -121.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling