+271.5%
PDD vs ALC
+31.8%
+239.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | +5.6% | +4.9% | +0.7% | +3.2% |
| 30D | +5.8% | +19.0% | -13.2% | -2.7% |
| 3M | -8.6% | +7.8% | -16.4% | -12.1% |
| 6M | -18.8% | +14.6% | -33.4% | -24.5% |
| YTD | -26.8% | -4.4% | -22.3% | -26.4% |
| 1Y | -39.3% | +1.4% | -40.7% | -40.9% |
| 3Y | -22.5% | +2.5% | -25.0% | -28.0% |
| 5Y | -0.8% | -10.9% | +10.1% | -2.5% |
| All | +271.5% | +31.8% | +239.7% | +210.8% |
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