-23.7%
PDD vs ALK
-25.3%
+1.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -9.6% | -19.2% | +9.6% | -4.4% |
| 3M | -4.3% | -1.5% | -2.8% | -5.3% |
| 6M | -18.8% | -13.1% | -5.7% | -17.7% |
| YTD | -27.5% | -16.4% | -11.1% | -26.1% |
| 1Y | -33.6% | -33.1% | -0.6% | -27.8% |
| 3Y | -20.4% | +0.6% | -21.0% | -32.9% |
| All | -23.7% | -25.3% | +1.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling