-36.8%
PDD vs ALHC
-61.5%
+24.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +5.6% | +1.0% | +4.7% | +5.4% |
| 30D | +5.8% | -14.2% | +19.9% | +7.1% |
| 3M | -8.6% | -45.1% | +36.5% | -3.3% |
| 6M | -18.8% | -59.5% | +40.7% | -12.5% |
| YTD | -26.8% | -62.8% | +36.1% | -20.8% |
| 1Y | -39.3% | -55.5% | +16.2% | -36.1% |
| 3Y | -22.5% | +25.7% | -48.2% | -39.6% |
| 5Y | -0.8% | -66.8% | +66.0% | -4.5% |
| All | -36.8% | -61.5% | +24.7% | -45.9% |
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