-20.1%
PDD vs LYV
+109.3%
-129.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.6% | -4.2% | -0.5% | -3.8% |
| 30D | -14.0% | -7.2% | -6.8% | -12.7% |
| 3M | -4.9% | +1.5% | -6.4% | -5.3% |
| 6M | -25.8% | +2.7% | -28.5% | -26.5% |
| YTD | -31.4% | +19.4% | -50.7% | -33.8% |
| 1Y | -37.6% | -0.5% | -37.1% | -37.9% |
| All | -20.1% | +109.3% | -129.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling