-23.7%
PDD vs ALHC
-33.5%
+9.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | -4.3% | -10.2% | +5.9% | -4.8% |
| 6M | -18.8% | -28.3% | +9.5% | -17.5% |
| YTD | -27.5% | -31.4% | +3.9% | -26.1% |
| 1Y | -33.6% | -16.9% | -16.7% | -34.3% |
| 3Y | -20.4% | +135.5% | -155.9% | -42.7% |
| All | -23.7% | -33.5% | +9.8% | -36.0% |
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