-18.7%
PDD vs ALC
-13.3%
-5.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | -4.1% | -2.1% | -2.0% | -3.6% |
| 30D | -9.6% | -0.1% | -9.5% | -9.7% |
| 3M | -4.3% | +5.9% | -10.2% | -5.8% |
| 6M | -18.8% | -15.9% | -2.8% | -15.1% |
| YTD | -27.5% | -10.1% | -17.4% | -25.8% |
| 1Y | -33.6% | -10.2% | -23.4% | -32.2% |
| All | -18.7% | -13.3% | -5.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling