-15.2%
PDD vs LTH
+183.0%
-198.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -1.4% | +7.0% | -8.5% | -3.3% |
| 30D | -1.0% | +15.4% | -16.5% | -5.1% |
| 3M | -12.3% | +7.0% | -19.3% | -14.3% |
| 6M | -18.5% | +46.9% | -65.4% | -27.9% |
| YTD | -29.0% | +76.4% | -105.4% | -41.0% |
| 1Y | -40.7% | +83.7% | -124.5% | -51.4% |
| 3Y | -25.7% | +248.9% | -274.6% | -53.4% |
| 5Y | -3.3% | +141.8% | -145.1% | -48.6% |
| All | -15.2% | +183.0% | -198.2% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling