+255.3%
PDD vs ALC
+30.3%
+225.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.7% |
| 7D | -1.0% | +2.3% | -3.3% | -2.1% |
| 30D | -2.4% | +15.5% | -17.9% | -8.9% |
| 3M | -14.6% | +0.6% | -15.2% | -15.1% |
| 6M | -19.6% | +18.4% | -38.0% | -26.4% |
| YTD | -30.0% | -5.6% | -24.4% | -29.3% |
| 1Y | -42.5% | 0.0% | -42.6% | -43.7% |
| 3Y | -27.2% | +2.8% | -30.0% | -32.6% |
| 5Y | -8.2% | -8.8% | +0.6% | -10.5% |
| All | +255.3% | +30.3% | +225.0% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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