+201.5%
PDD vs LEN
+104.3%
+97.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.9% |
| 7D | -1.4% | +0.6% | -2.1% | -1.7% |
| 30D | -1.0% | +19.4% | -20.5% | -6.0% |
| 3M | -12.3% | +4.5% | -16.8% | -14.0% |
| 6M | -18.5% | +4.9% | -23.4% | -20.8% |
| YTD | -29.0% | -8.9% | -20.1% | -28.6% |
| 1Y | -40.7% | -23.0% | -17.7% | -37.6% |
| 3Y | -25.7% | -16.7% | -9.0% | -26.2% |
| 5Y | -3.3% | -4.5% | +1.2% | -10.9% |
| All | +201.5% | +104.3% | +97.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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