+195.8%
PDD vs ALK
-31.2%
+226.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -3.0% | +7.7% | -10.7% | -4.8% |
| 3M | -6.2% | -19.0% | +12.8% | -2.6% |
| 6M | -20.7% | -0.2% | -20.5% | -22.2% |
| YTD | -30.4% | -23.5% | -6.9% | -28.3% |
| 1Y | -41.3% | -9.1% | -32.2% | -41.9% |
| 3Y | -27.7% | +12.0% | -39.7% | -35.5% |
| 5Y | -16.9% | -30.9% | +14.0% | -17.8% |
| All | +195.8% | -31.2% | +226.9% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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