+211.0%
PDD vs ELF
+766.1%
-555.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -2.1% |
| 7D | +5.6% | +4.0% | +1.6% | +4.8% |
| 30D | +5.8% | +10.6% | -4.8% | +3.7% |
| 3M | -8.6% | +25.8% | -34.4% | -12.7% |
| 6M | -18.8% | +89.1% | -107.9% | -28.6% |
| YTD | -26.8% | +52.7% | -79.5% | -33.8% |
| 1Y | -39.3% | +51.7% | -91.0% | -45.2% |
| 3Y | -22.5% | +14.2% | -36.7% | -34.4% |
| 5Y | -0.8% | +270.7% | -271.5% | -42.6% |
| All | +211.0% | +766.1% | -555.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling