+197.4%
PDD vs ALK
-25.7%
+223.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | +12.9% | -13.9% | -3.6% |
| 30D | -2.4% | +5.5% | -7.9% | -3.7% |
| 3M | -14.6% | -12.1% | -2.5% | -12.8% |
| 6M | -19.6% | +1.7% | -21.3% | -21.4% |
| YTD | -30.0% | -17.4% | -12.6% | -29.0% |
| 1Y | -42.5% | -1.9% | -40.6% | -44.0% |
| 3Y | -27.2% | +21.2% | -48.4% | -36.1% |
| 5Y | -8.2% | -27.8% | +19.6% | -10.3% |
| All | +197.4% | -25.7% | +223.1% | +219.9% |
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