-39.8%
PDD vs ALHC
-59.6%
+19.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -3.8% | -5.5% | +1.7% | -3.3% |
| 30D | -2.4% | -4.9% | +2.6% | -2.0% |
| 3M | -12.7% | -41.7% | +29.0% | -8.2% |
| 6M | -20.0% | -55.2% | +35.2% | -14.9% |
| YTD | -30.3% | -61.1% | +30.7% | -25.0% |
| 1Y | -42.4% | -53.3% | +11.0% | -39.7% |
| 3Y | -27.5% | +28.2% | -55.7% | -43.4% |
| 5Y | -14.9% | -65.8% | +50.9% | -18.1% |
| All | -39.8% | -59.6% | +19.8% | -48.8% |
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