-38.7%
PDD vs ALHC
-61.8%
+23.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.9% |
| 7D | -1.4% | +3.9% | -5.3% | -2.0% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | -12.3% | -49.4% | +37.1% | -6.3% |
| 6M | -18.5% | -59.5% | +40.9% | -12.2% |
| YTD | -29.0% | -63.2% | +34.2% | -23.1% |
| 1Y | -40.7% | -55.5% | +14.8% | -37.6% |
| 3Y | -25.7% | +23.0% | -48.7% | -41.8% |
| 5Y | -3.3% | -65.7% | +62.4% | -7.4% |
| All | -38.7% | -61.8% | +23.2% | -47.5% |
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