-40.9%
PDD vs ALHC
-60.6%
+19.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -7.6% | -0.8% | -6.9% | -7.6% |
| 30D | -5.4% | -9.6% | +4.2% | -4.6% |
| 3M | -12.9% | -44.5% | +31.6% | -7.9% |
| 6M | -19.0% | -59.2% | +40.2% | -12.7% |
| YTD | -31.6% | -62.0% | +30.4% | -26.2% |
| 1Y | -43.0% | -54.8% | +11.8% | -40.1% |
| 3Y | -28.9% | +25.0% | -53.9% | -44.3% |
| 5Y | -18.4% | -65.3% | +46.9% | -21.8% |
| All | -40.9% | -60.6% | +19.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling