-0.3%
PDD vs LEN
-4.6%
+4.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | +5.6% | +2.1% | +3.6% | +4.7% |
| 30D | +5.8% | +16.6% | -10.8% | -0.3% |
| 3M | -8.6% | +5.3% | -13.9% | -11.2% |
| 6M | -18.8% | -0.8% | -18.1% | -20.2% |
| YTD | -26.8% | -11.7% | -15.0% | -25.4% |
| 1Y | -39.3% | -24.6% | -14.7% | -34.2% |
| 3Y | -22.5% | -18.7% | -3.8% | -27.0% |
| All | -0.3% | -4.6% | +4.4% | -28.8% |
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