+198.7%
PDD vs ELV
+79.5%
+119.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -13.1% | +2.0% | -15.1% | -13.4% |
| 3M | -3.5% | -3.5% | 0.0% | -3.2% |
| 6M | -21.8% | +40.2% | -62.0% | -25.9% |
| YTD | -29.7% | +15.8% | -45.5% | -31.7% |
| 1Y | -36.2% | +33.2% | -69.4% | -39.5% |
| 3Y | -16.4% | -6.2% | -10.1% | -17.3% |
| 5Y | -23.8% | +16.4% | -40.3% | -28.9% |
| All | +198.7% | +79.5% | +119.2% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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