-43.8%
PDD vs ABCL
-80.5%
+36.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -2.4% |
| 7D | +5.6% | -3.2% | +8.8% | +5.7% |
| 30D | +5.8% | -7.4% | +13.2% | +6.4% |
| 3M | -8.6% | +81.9% | -90.5% | -21.5% |
| 6M | -18.8% | +135.7% | -154.6% | -36.0% |
| YTD | -26.8% | +247.4% | -274.1% | -48.2% |
| 1Y | -39.3% | +162.3% | -201.5% | -54.4% |
| 3Y | -22.5% | +165.5% | -188.0% | -48.0% |
| 5Y | -0.8% | -21.3% | +20.5% | -13.2% |
| All | -43.8% | -80.5% | +36.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling