-21.6%
PDD vs ABCL
+139.9%
-161.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.4% | +11.6% | +2.8% |
| 7D | +5.9% | -14.9% | +20.8% | +6.9% |
| 30D | +7.1% | -15.4% | +22.4% | +8.1% |
| 3M | -7.7% | +88.0% | -95.7% | -13.4% |
| 6M | -13.2% | +138.8% | -152.1% | -21.4% |
| YTD | -26.0% | +225.4% | -251.4% | -35.6% |
| 1Y | -38.4% | +137.3% | -175.7% | -44.9% |
| All | -21.6% | +139.9% | -161.5% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling