-12.6%
PDD vs LTH
+184.4%
-196.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +5.6% | +4.5% | +1.1% | +4.3% |
| 30D | +5.8% | +16.3% | -10.6% | +1.2% |
| 3M | -8.6% | +8.4% | -17.0% | -11.1% |
| 6M | -18.8% | +40.3% | -59.1% | -27.2% |
| YTD | -26.8% | +77.3% | -104.1% | -39.2% |
| 1Y | -39.3% | +88.0% | -127.2% | -50.6% |
| 3Y | -22.5% | +274.3% | -296.8% | -52.7% |
| 5Y | -0.8% | +142.9% | -143.7% | -47.4% |
| All | -12.6% | +184.4% | -196.9% | -52.5% |
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