+191.4%
PDD vs LYB
-4.0%
+195.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -5.4% | +0.3% | -5.6% | -5.4% |
| 30D | -12.6% | +2.5% | -15.1% | -13.2% |
| 3M | -4.3% | +1.4% | -5.7% | -5.0% |
| 6M | -24.4% | -3.5% | -20.9% | -25.2% |
| YTD | -31.4% | +52.0% | -83.4% | -40.6% |
| 1Y | -38.1% | +22.1% | -60.2% | -43.3% |
| 3Y | -20.1% | -22.8% | +2.7% | -18.0% |
| 5Y | -25.0% | -3.4% | -21.6% | -27.2% |
| All | +191.4% | -4.0% | +195.4% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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