-27.3%
PDD vs ELF
+24.8%
-52.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -1.0% | +6.3% | -7.2% | -1.5% |
| 30D | -2.4% | +8.5% | -10.9% | -3.2% |
| 3M | -14.6% | +24.4% | -39.1% | -16.4% |
| 6M | -19.6% | +94.7% | -114.3% | -24.6% |
| YTD | -30.0% | +55.9% | -85.8% | -33.2% |
| 1Y | -42.5% | +48.4% | -90.9% | -45.0% |
| All | -27.3% | +24.8% | -52.1% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling