+253.3%
PDD vs ALC
+30.4%
+223.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.4% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | -3.0% | +16.0% | -19.1% | -9.7% |
| 3M | -6.2% | +0.8% | -7.0% | -6.8% |
| 6M | -20.7% | +16.8% | -37.5% | -26.9% |
| YTD | -30.4% | -5.5% | -24.9% | -29.7% |
| 1Y | -41.3% | -5.3% | -36.0% | -40.8% |
| 3Y | -27.7% | +4.1% | -31.8% | -33.6% |
| 5Y | -16.9% | -7.1% | -9.8% | -19.5% |
| All | +253.3% | +30.4% | +223.0% | +197.0% |
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