+223.5%
PDD vs ELAN
-25.7%
+249.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | -13.1% | +8.4% | -21.5% | -14.8% |
| 3M | -3.5% | +1.2% | -4.7% | -4.4% |
| 6M | -21.8% | +2.6% | -24.4% | -23.4% |
| YTD | -29.7% | +5.9% | -35.6% | -31.8% |
| 1Y | -36.2% | +25.8% | -62.0% | -40.9% |
| 3Y | -16.4% | +106.8% | -123.2% | -36.1% |
| 5Y | -23.8% | -29.3% | +5.4% | -24.1% |
| All | +223.5% | -25.7% | +249.2% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling