+195.8%
PDD vs LNG
+397.9%
-202.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -4.9% | +11.3% | -16.2% | -7.0% |
| 30D | -3.0% | +10.6% | -13.7% | -5.5% |
| 3M | -6.2% | +16.1% | -22.3% | -9.6% |
| 6M | -20.7% | +29.6% | -50.3% | -25.6% |
| YTD | -30.4% | +60.3% | -90.7% | -38.6% |
| 1Y | -41.3% | +46.1% | -87.4% | -47.1% |
| 3Y | -27.7% | +85.9% | -113.6% | -40.3% |
| 5Y | -16.9% | +210.8% | -227.7% | -41.1% |
| All | +195.8% | +397.9% | -202.2% | +110.5% |
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