+194.4%
PDD vs LNG
+344.0%
-149.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | -6.7% | +2.3% | -3.0% |
| 30D | -15.5% | +3.9% | -19.3% | -16.2% |
| 3M | -4.1% | +15.5% | -19.6% | -7.3% |
| 6M | -23.4% | +10.5% | -33.9% | -25.9% |
| YTD | -30.7% | +43.0% | -73.6% | -37.1% |
| 1Y | -37.6% | +18.9% | -56.5% | -40.9% |
| 3Y | -17.5% | +74.7% | -92.2% | -31.1% |
| 5Y | -24.6% | +231.2% | -255.8% | -47.8% |
| All | +194.4% | +344.0% | -149.6% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling