+190.4%
PDD vs ALB
+15.4%
+175.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -7.6% | -3.6% | -4.1% | -6.7% |
| 30D | -5.4% | -2.9% | -2.5% | -4.8% |
| 3M | -12.9% | -25.8% | +12.9% | -6.0% |
| 6M | -19.0% | -53.6% | +34.6% | -0.7% |
| YTD | -31.6% | -32.4% | +0.7% | -26.9% |
| 1Y | -43.0% | -13.0% | -30.0% | -43.9% |
| 3Y | -28.9% | -15.0% | -13.9% | -36.7% |
| 5Y | -18.4% | -63.5% | +45.1% | -6.3% |
| All | +190.4% | +15.4% | +175.0% | +145.6% |
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