+198.7%
PDD vs LYV
+224.3%
-25.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -4.1% | -3.8% | -0.3% | -2.9% |
| 30D | -13.1% | -5.7% | -7.4% | -11.5% |
| 3M | -3.5% | +6.9% | -10.3% | -5.7% |
| 6M | -21.8% | +9.2% | -31.0% | -24.3% |
| YTD | -29.7% | +19.6% | -49.3% | -34.1% |
| 1Y | -36.2% | +0.6% | -36.8% | -37.2% |
| 3Y | -16.4% | +110.6% | -126.9% | -37.2% |
| 5Y | -23.8% | +96.6% | -120.5% | -41.2% |
| All | +198.7% | +224.3% | -25.6% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling