-23.7%
PDD vs ELF
+259.0%
-282.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -4.1% | +5.4% | -9.4% | -5.1% |
| 30D | -9.6% | +27.0% | -36.6% | -14.1% |
| 3M | -4.3% | +113.2% | -117.5% | -18.6% |
| 6M | -18.8% | +36.6% | -55.3% | -24.9% |
| YTD | -27.5% | +44.2% | -71.7% | -34.3% |
| 1Y | -33.6% | -18.0% | -15.6% | -33.5% |
| 3Y | -20.4% | -19.9% | -0.5% | -30.4% |
| All | -23.7% | +259.0% | -282.7% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling