-22.5%
PDD vs ALC
+2.3%
-24.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | +5.6% | +4.9% | +0.7% | +4.3% |
| 30D | +5.8% | +19.0% | -13.2% | +1.3% |
| 3M | -8.6% | +7.8% | -16.4% | -10.5% |
| 6M | -18.8% | +14.6% | -33.4% | -21.8% |
| YTD | -26.8% | -4.4% | -22.3% | -26.3% |
| 1Y | -39.3% | +1.4% | -40.7% | -40.0% |
| 3Y | -22.5% | +2.5% | -25.0% | -20.4% |
| All | -22.5% | +2.3% | -24.8% | -20.4% |
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 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