-0.3%
PDD vs ALM
+396.4%
-396.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | +5.6% | -6.7% | +12.3% | +5.8% |
| 30D | +5.8% | -32.9% | +38.7% | +6.7% |
| 3M | -8.6% | -39.5% | +30.9% | -7.7% |
| 6M | -18.8% | -62.0% | +43.1% | -17.3% |
| YTD | -26.8% | -7.8% | -18.9% | -26.9% |
| 1Y | -39.3% | +26.7% | -66.0% | -39.7% |
| 3Y | -22.5% | +825.4% | -847.9% | -26.7% |
| All | -0.3% | +396.4% | -396.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling