+207.9%
PDD vs ALNY
+152.1%
+55.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.1% | +12.2% | -16.3% | -6.6% |
| 30D | -9.6% | +16.3% | -25.9% | -12.8% |
| 3M | -4.3% | -12.4% | +8.1% | -3.1% |
| 6M | -18.8% | -18.7% | -0.1% | -16.6% |
| YTD | -27.5% | -33.1% | +5.6% | -22.4% |
| 1Y | -33.6% | -41.3% | +7.7% | -27.1% |
| 3Y | -20.4% | +32.3% | -52.7% | -31.5% |
| 5Y | -19.6% | +34.8% | -54.3% | -35.3% |
| All | +207.9% | +152.1% | +55.8% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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