-3.3%
PDD vs ALHC
-62.5%
+59.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -3.0% |
| 7D | -1.4% | +3.9% | -5.3% | -1.9% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | -12.3% | -49.4% | +37.1% | -6.7% |
| 6M | -18.5% | -59.5% | +40.9% | -12.6% |
| YTD | -29.0% | -63.2% | +34.2% | -23.5% |
| 1Y | -40.7% | -55.5% | +14.8% | -37.9% |
| 3Y | -25.7% | +23.0% | -48.7% | -42.5% |
| 5Y | -3.3% | -65.7% | +62.4% | +9.0% |
| All | -3.3% | -62.5% | +59.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling