-23.7%
PDD vs LEN
-10.8%
-12.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -4.1% | -3.2% | -0.9% | -2.9% |
| 30D | -9.6% | -4.9% | -4.7% | -8.1% |
| 3M | -4.3% | -8.5% | +4.2% | -2.0% |
| 6M | -18.8% | -20.7% | +1.9% | -12.2% |
| YTD | -27.5% | -17.4% | -10.1% | -23.7% |
| 1Y | -33.6% | -38.2% | +4.6% | -21.2% |
| 3Y | -20.4% | -24.9% | +4.5% | -22.3% |
| All | -23.7% | -10.8% | -12.9% | -40.4% |
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 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