-25.0%
PDD vs LYB
-1.9%
-23.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -14.0% | +1.5% | -15.5% | -14.5% |
| 3M | -4.9% | -0.3% | -4.6% | -5.2% |
| 6M | -25.8% | +0.1% | -25.8% | -28.2% |
| YTD | -31.4% | +53.4% | -84.8% | -45.2% |
| 1Y | -37.6% | +25.6% | -63.2% | -45.9% |
| 3Y | -18.4% | -21.3% | +2.9% | -12.3% |
| 5Y | -25.0% | -2.4% | -22.5% | -28.3% |
| All | -25.0% | -1.9% | -23.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling