-21.6%
PDD vs ALK
+15.2%
-36.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | +5.9% | +7.1% | -1.2% | +4.9% |
| 30D | +7.1% | -3.0% | +10.1% | +7.3% |
| 3M | -7.7% | -25.6% | +18.0% | -4.5% |
| 6M | -13.2% | +0.5% | -13.7% | -14.6% |
| YTD | -26.0% | -23.1% | -2.9% | -24.7% |
| 1Y | -38.4% | -7.5% | -30.9% | -39.0% |
| All | -21.6% | +15.2% | -36.9% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling