-19.3%
PDD vs LYB
-22.2%
+2.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | -15.5% | +4.0% | -19.5% | -16.2% |
| 3M | -4.1% | +2.4% | -6.5% | -4.7% |
| 6M | -23.4% | -1.4% | -22.0% | -25.0% |
| YTD | -30.7% | +53.9% | -84.6% | -41.2% |
| 1Y | -37.6% | +26.1% | -63.7% | -43.6% |
| All | -19.3% | -22.2% | +2.9% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling