-22.5%
PDD vs LEN
-18.1%
-4.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | +5.6% | +2.1% | +3.6% | +5.3% |
| 30D | +5.8% | +16.6% | -10.8% | +3.2% |
| 3M | -8.6% | +5.3% | -13.9% | -9.6% |
| 6M | -18.8% | -0.8% | -18.1% | -19.2% |
| YTD | -26.8% | -11.7% | -15.0% | -26.1% |
| 1Y | -39.3% | -24.6% | -14.7% | -36.9% |
| 3Y | -22.5% | -18.7% | -3.8% | -9.3% |
| All | -22.5% | -18.1% | -4.4% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling