+0.3%
PDD vs ALK
-33.9%
+34.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.1% |
| 7D | +5.9% | +7.1% | -1.2% | +3.7% |
| 30D | +7.1% | -3.0% | +10.1% | +7.7% |
| 3M | -7.7% | -25.6% | +18.0% | -0.3% |
| 6M | -13.2% | +0.5% | -13.7% | -15.9% |
| YTD | -26.0% | -23.1% | -2.9% | -23.0% |
| 1Y | -38.4% | -7.5% | -30.9% | -40.2% |
| 3Y | -21.1% | +15.3% | -36.4% | -42.2% |
| 5Y | +0.3% | -34.8% | +35.1% | +4.5% |
| All | +0.3% | -33.9% | +34.2% | +4.5% |
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