-24.2%
PDD vs ELAN
-29.8%
+5.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -4.4% | -4.6% | +0.2% | -3.2% |
| 30D | -15.5% | +5.7% | -21.2% | -16.9% |
| 3M | -4.1% | -3.9% | -0.2% | -3.7% |
| 6M | -23.4% | -1.6% | -21.8% | -24.5% |
| YTD | -30.7% | +4.1% | -34.7% | -32.9% |
| 1Y | -37.6% | +25.5% | -63.2% | -43.2% |
| 3Y | -17.5% | +103.2% | -120.7% | -42.8% |
| All | -24.2% | -29.8% | +5.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling