-39.3%
PDD vs ELF
+29.9%
-69.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.6% |
| 7D | +5.6% | +4.0% | +1.6% | +5.2% |
| 30D | +5.8% | +10.6% | -4.8% | +4.7% |
| 3M | -8.6% | +25.8% | -34.4% | -10.8% |
| 6M | -18.8% | +89.1% | -107.9% | -22.5% |
| YTD | -26.8% | +52.7% | -79.5% | -29.4% |
| 1Y | -39.3% | +51.7% | -91.0% | -41.8% |
| All | -39.3% | +29.9% | -69.1% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling