+275.6%
PDD vs ALC
+34.7%
+241.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +5.9% | +7.6% | -1.7% | +2.3% |
| 30D | +7.1% | +21.1% | -14.1% | -2.3% |
| 3M | -7.7% | +8.5% | -16.2% | -11.5% |
| 6M | -13.2% | +2.8% | -16.1% | -15.7% |
| YTD | -26.0% | -2.4% | -23.6% | -26.3% |
| 1Y | -38.4% | +3.5% | -41.9% | -40.7% |
| 3Y | -21.1% | +4.2% | -25.3% | -27.2% |
| 5Y | +0.3% | -9.0% | +9.3% | -2.3% |
| All | +275.6% | +34.7% | +241.0% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling