-23.7%
PDD vs ALB
-44.4%
+20.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +2.0% |
| 7D | -4.1% | -8.1% | +4.0% | -1.8% |
| 30D | -9.6% | +6.3% | -15.9% | -11.6% |
| 3M | -4.3% | -23.6% | +19.3% | +2.6% |
| 6M | -18.8% | -24.6% | +5.9% | -14.0% |
| YTD | -27.5% | -10.3% | -17.2% | -28.3% |
| 1Y | -33.6% | +61.5% | -95.1% | -47.5% |
| 3Y | -20.4% | -34.0% | +13.6% | -16.2% |
| All | -23.7% | -44.4% | +20.7% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling