-25.7%
PDD vs ALHC
+16.3%
-42.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -3.1% |
| 7D | -1.4% | +3.9% | -5.3% | -1.3% |
| 30D | -1.0% | -3.6% | +2.6% | -1.1% |
| 3M | -12.3% | -49.4% | +37.1% | -14.3% |
| 6M | -18.5% | -59.5% | +40.9% | -20.7% |
| YTD | -29.0% | -63.2% | +34.2% | -31.0% |
| 1Y | -40.7% | -55.5% | +14.8% | -41.9% |
| 3Y | -25.7% | +23.0% | -48.7% | -19.6% |
| All | -25.7% | +16.3% | -42.0% | -19.6% |
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 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