-22.5%
PDD vs ALK
+16.0%
-38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.8% |
| 3M | -8.6% | -23.2% | +14.6% | -5.8% |
| 6M | -18.8% | -3.9% | -15.0% | -19.6% |
| YTD | -26.8% | -22.6% | -4.2% | -25.6% |
| 1Y | -39.3% | -5.3% | -34.0% | -40.1% |
| 3Y | -22.5% | +18.6% | -41.1% | -30.1% |
| All | -22.5% | +16.0% | -38.5% | -30.1% |
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