+195.9%
PDD vs ELF
+783.4%
-587.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -3.8% | +4.3% | -8.1% | -4.6% |
| 30D | -2.4% | +7.7% | -10.1% | -3.8% |
| 3M | -12.7% | +24.7% | -37.4% | -16.4% |
| 6M | -20.0% | +114.6% | -134.7% | -31.3% |
| YTD | -30.3% | +55.8% | -86.1% | -37.2% |
| 1Y | -42.4% | +51.9% | -94.3% | -47.9% |
| 3Y | -27.5% | +24.6% | -52.1% | -39.9% |
| 5Y | -14.9% | +279.2% | -294.1% | -51.0% |
| All | +195.9% | +783.4% | -587.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling