+198.7%
PDD vs LEN
+78.2%
+120.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.9% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | -13.1% | -8.9% | -4.2% | -10.9% |
| 3M | -3.5% | -10.9% | +7.4% | -1.0% |
| 6M | -21.8% | -19.7% | -2.1% | -17.6% |
| YTD | -29.7% | -20.6% | -9.1% | -26.1% |
| 1Y | -36.2% | -42.4% | +6.2% | -26.6% |
| 3Y | -16.4% | -26.5% | +10.2% | -13.6% |
| 5Y | -23.8% | -10.9% | -12.9% | -27.6% |
| All | +198.7% | +78.2% | +120.5% | +142.9% |
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