-43.0%
PDD vs LEN
-31.8%
-11.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -7.6% | -8.7% | +1.1% | -7.0% |
| 30D | -5.4% | +11.6% | -17.0% | -5.9% |
| 3M | -12.9% | -1.3% | -11.7% | -12.9% |
| 6M | -19.0% | -1.4% | -17.6% | -19.5% |
| YTD | -31.6% | -16.9% | -14.8% | -32.0% |
| 1Y | -43.0% | -31.2% | -11.9% | -43.4% |
| All | -43.0% | -31.8% | -11.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling