-38.6%
PDD vs LYV
+25.0%
-63.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | +6.0% | +6.2% | -0.2% | +4.6% |
| 30D | +5.5% | +7.3% | -1.9% | +3.8% |
| 3M | -9.8% | -0.3% | -9.5% | -9.9% |
| 6M | -16.0% | +16.2% | -32.2% | -18.8% |
| YTD | -27.6% | +28.5% | -56.1% | -30.9% |
| 1Y | -38.6% | +21.5% | -60.1% | -41.7% |
| All | -38.6% | +25.0% | -63.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling