-46.2%
PDD vs ABCL
-79.6%
+33.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.0% | +2.3% | -3.3% | -1.6% |
| 30D | -2.4% | -0.7% | -1.7% | -3.1% |
| 3M | -14.6% | +33.4% | -48.0% | -21.0% |
| 6M | -19.6% | +137.8% | -157.4% | -36.5% |
| YTD | -30.0% | +264.3% | -294.3% | -50.9% |
| 1Y | -42.5% | +209.2% | -251.7% | -58.3% |
| 3Y | -27.2% | +208.4% | -235.6% | -53.2% |
| 5Y | -8.2% | -11.9% | +3.7% | -21.5% |
| All | -46.2% | -79.6% | +33.3% | -44.0% |
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