-0.3%
PDD vs ALC
-11.2%
+10.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | +5.6% | +4.9% | +0.7% | +3.1% |
| 30D | +5.8% | +19.0% | -13.2% | -2.9% |
| 3M | -8.6% | +7.8% | -16.4% | -12.2% |
| 6M | -18.8% | +14.6% | -33.4% | -24.7% |
| YTD | -26.8% | -4.4% | -22.3% | -26.3% |
| 1Y | -39.3% | +1.4% | -40.7% | -41.0% |
| 3Y | -22.5% | +2.5% | -25.0% | -30.1% |
| All | -0.3% | -11.2% | +10.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling