+195.8%
PDD vs ELV
+92.7%
+103.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +1.0% | -5.8% | -5.0% |
| 30D | -3.0% | +0.4% | -3.4% | -3.1% |
| 3M | -6.2% | +8.4% | -14.6% | -7.4% |
| 6M | -20.7% | +8.4% | -29.1% | -21.9% |
| YTD | -30.4% | +24.4% | -54.7% | -33.1% |
| 1Y | -41.3% | +33.5% | -74.8% | -44.3% |
| 3Y | -27.7% | -2.1% | -25.6% | -28.9% |
| 5Y | -16.9% | +5.8% | -22.7% | -20.8% |
| All | +195.8% | +92.7% | +103.0% | +152.8% |
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