-18.7%
PDD vs ALM
+2,063.1%
-2,081.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -4.1% | -2.6% | -1.5% | -4.0% |
| 30D | -9.6% | +32.0% | -41.6% | -10.1% |
| 3M | -4.3% | -15.0% | +10.8% | -4.1% |
| 6M | -18.8% | -10.1% | -8.6% | -19.0% |
| YTD | -27.5% | +99.4% | -126.9% | -28.3% |
| 1Y | -33.6% | +316.4% | -350.0% | -34.4% |
| All | -18.7% | +2,063.1% | -2,081.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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