-23.7%
PDD vs ABCL
-41.3%
+17.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -9.6% | +93.1% | -102.7% | -22.3% |
| 3M | -4.3% | +79.4% | -83.7% | -17.9% |
| 6M | -18.8% | +214.9% | -233.6% | -39.7% |
| YTD | -27.5% | +234.2% | -261.7% | -47.8% |
| 1Y | -33.6% | +174.8% | -208.4% | -51.0% |
| 3Y | -20.4% | +104.5% | -124.9% | -41.3% |
| All | -23.7% | -41.3% | +17.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling