-42.4%
PDD vs LNG
+45.3%
-87.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.2% | 0.0% |
| 7D | -3.8% | +4.5% | -8.3% | -3.1% |
| 30D | -2.4% | +8.0% | -10.4% | -1.5% |
| 3M | -12.7% | +15.0% | -27.7% | -11.1% |
| 6M | -20.0% | +27.1% | -47.1% | -17.5% |
| YTD | -30.3% | +58.1% | -88.4% | -29.9% |
| 1Y | -42.4% | +45.0% | -87.4% | -39.4% |
| All | -42.4% | +45.3% | -87.7% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling