+195.9%
PDD vs LEN
+92.6%
+103.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.8% | -6.4% | +2.5% | -2.1% |
| 30D | -2.4% | +15.6% | -18.0% | -6.5% |
| 3M | -12.7% | -0.8% | -11.9% | -13.1% |
| 6M | -20.0% | +0.4% | -20.4% | -21.3% |
| YTD | -30.3% | -14.1% | -16.2% | -28.8% |
| 1Y | -42.4% | -29.6% | -12.7% | -37.8% |
| 3Y | -27.5% | -23.1% | -4.4% | -26.3% |
| 5Y | -14.9% | -8.9% | -6.0% | -20.5% |
| All | +195.9% | +92.6% | +103.3% | +133.9% |
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