-41.7%
PDD vs ALC
+2.0%
-43.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -1.4% | +2.1% | -3.5% | -1.9% |
| 30D | -1.0% | +17.2% | -18.2% | -3.7% |
| 3M | -12.3% | +4.6% | -16.9% | -13.4% |
| 6M | -18.5% | +20.1% | -38.6% | -20.7% |
| YTD | -29.0% | -4.2% | -24.8% | -28.8% |
| All | -41.7% | +2.0% | -43.7% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling