-14.9%
PDD vs ELV
-4.6%
-10.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -4.1% | +3.3% | -7.4% | -4.2% |
| 30D | -9.6% | +4.2% | -13.8% | -9.8% |
| 3M | -4.3% | -0.1% | -4.2% | -4.5% |
| 6M | -18.8% | +41.3% | -60.0% | -20.4% |
| YTD | -27.5% | +17.4% | -44.9% | -28.4% |
| 1Y | -33.6% | +35.1% | -68.7% | -34.9% |
| All | -14.9% | -4.6% | -10.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling