+211.0%
PDD vs ALB
+20.8%
+190.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +5.6% | +9.1% | -3.4% | +3.0% |
| 30D | +5.8% | -3.4% | +9.2% | +6.6% |
| 3M | -8.6% | -20.6% | +12.0% | -3.2% |
| 6M | -18.8% | -48.2% | +29.3% | -3.7% |
| YTD | -26.8% | -29.2% | +2.5% | -22.7% |
| 1Y | -39.3% | +10.0% | -49.3% | -44.5% |
| 3Y | -22.5% | -12.9% | -9.6% | -31.3% |
| 5Y | -0.8% | -61.3% | +60.5% | +12.0% |
| All | +211.0% | +20.8% | +190.2% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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