+190.4%
PDD vs ELF
+746.6%
-556.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.1% |
| 7D | -7.6% | +3.4% | -11.0% | -8.3% |
| 30D | -5.4% | +5.0% | -10.4% | -6.4% |
| 3M | -12.9% | +22.6% | -35.5% | -16.4% |
| 6M | -19.0% | +104.0% | -123.0% | -29.7% |
| YTD | -31.6% | +49.3% | -80.9% | -37.9% |
| 1Y | -43.0% | +46.0% | -89.0% | -48.1% |
| 3Y | -28.9% | +19.4% | -48.3% | -40.6% |
| 5Y | -18.4% | +262.0% | -280.4% | -52.6% |
| All | +190.4% | +746.6% | -556.2% | +48.5% |
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