-21.6%
PDD vs ALHC
+25.6%
-47.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.3% | +1.9% |
| 7D | +5.9% | -6.2% | +12.1% | +5.7% |
| 30D | +7.1% | -9.7% | +16.8% | +6.8% |
| 3M | -7.7% | -44.7% | +37.1% | -9.4% |
| 6M | -13.2% | -58.7% | +45.5% | -15.4% |
| YTD | -26.0% | -61.7% | +35.8% | -27.8% |
| 1Y | -38.4% | -55.7% | +17.3% | -39.6% |
| All | -21.6% | +25.6% | -47.2% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling