+211.0%
PDD vs LEN
+98.0%
+113.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | +5.6% | +2.1% | +3.6% | +5.0% |
| 30D | +5.8% | +16.6% | -10.8% | +1.1% |
| 3M | -8.6% | +5.3% | -13.9% | -10.5% |
| 6M | -18.8% | -0.8% | -18.1% | -19.8% |
| YTD | -26.8% | -11.7% | -15.0% | -25.7% |
| 1Y | -39.3% | -24.6% | -14.7% | -35.7% |
| 3Y | -22.5% | -18.7% | -3.8% | -22.5% |
| 5Y | -0.8% | -4.4% | +3.7% | -8.3% |
| All | +211.0% | +98.0% | +113.0% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling