-39.3%
PDD vs ALK
-6.6%
-32.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +5.6% | +9.0% | -3.4% | +4.4% |
| 30D | +5.8% | -1.6% | +7.4% | +5.7% |
| 3M | -8.6% | -23.2% | +14.6% | -6.2% |
| 6M | -18.8% | -3.9% | -15.0% | -20.3% |
| YTD | -26.8% | -22.6% | -4.2% | -26.4% |
| 1Y | -39.3% | -5.3% | -34.0% | -41.3% |
| All | -39.3% | -6.6% | -32.7% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling