+207.9%
PDD vs ALB
+53.2%
+154.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | -4.3% | -23.6% | +19.3% | +2.4% |
| 6M | -18.8% | -24.6% | +5.9% | -14.0% |
| YTD | -27.5% | -10.3% | -17.2% | -28.1% |
| 1Y | -33.6% | +61.5% | -95.1% | -46.5% |
| 3Y | -20.4% | -34.0% | +13.6% | -20.2% |
| 5Y | -19.6% | -44.6% | +25.0% | -17.8% |
| All | +207.9% | +53.2% | +154.7% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling