+207.9%
PDD vs ALM
+987.6%
-779.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 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% | -29.1% |
| 1Y | -33.6% | +316.4% | -350.0% | -36.2% |
| 3Y | -20.4% | +2,022.0% | -2,042.4% | -27.9% |
| 5Y | -19.6% | +941.2% | -960.8% | -26.2% |
| All | +207.9% | +987.6% | -779.7% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling