-13.6%
PDD vs LEN
-13.2%
-0.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -4.9% | -5.8% | +0.9% | -2.9% |
| 30D | -3.0% | +13.7% | -16.8% | -7.9% |
| 3M | -6.2% | -3.9% | -2.3% | -5.6% |
| 6M | -20.7% | -0.4% | -20.3% | -22.4% |
| YTD | -30.4% | -16.8% | -13.5% | -27.6% |
| 1Y | -41.3% | -29.5% | -11.8% | -34.8% |
| 3Y | -27.7% | -25.6% | -2.1% | -29.2% |
| All | -13.6% | -13.2% | -0.4% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling