-41.3%
PDD vs ELV
+34.6%
-75.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.9% |
| 6M | -20.7% | +8.4% | -29.1% | -21.8% |
| YTD | -30.4% | +24.4% | -54.7% | -33.0% |
| 1Y | -41.3% | +33.5% | -74.8% | -43.8% |
| All | -41.3% | +34.6% | -75.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling