-41.3%
PDD vs ALC
-6.0%
-35.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | -4.9% | -1.1% | -3.8% | -4.7% |
| 30D | -3.0% | +16.0% | -19.1% | -5.6% |
| 3M | -6.2% | +0.8% | -7.0% | -6.8% |
| 6M | -20.7% | +16.8% | -37.5% | -22.7% |
| YTD | -30.4% | -5.5% | -24.9% | -29.9% |
| 1Y | -41.3% | -5.3% | -36.0% | -41.0% |
| All | -41.3% | -6.0% | -35.3% | -41.0% |
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 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