+260.2%
PDD vs ALC
+32.2%
+228.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -1.4% | +2.1% | -3.5% | -2.5% |
| 30D | -1.0% | +17.2% | -18.2% | -8.3% |
| 3M | -12.3% | +4.6% | -16.9% | -14.4% |
| 6M | -18.5% | +20.1% | -38.6% | -25.9% |
| YTD | -29.0% | -4.2% | -24.8% | -28.8% |
| 1Y | -40.7% | +2.1% | -42.8% | -42.5% |
| 3Y | -25.7% | +4.5% | -30.2% | -31.7% |
| 5Y | -3.3% | -12.3% | +9.1% | -4.3% |
| All | +260.2% | +32.2% | +228.0% | +200.9% |
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