-23.8%
PDD vs LNG
+218.5%
-242.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -2.1% |
| 7D | -4.1% | -6.2% | +2.0% | -3.1% |
| 30D | -13.1% | +8.0% | -21.1% | -14.2% |
| 3M | -3.5% | +16.9% | -20.4% | -6.1% |
| 6M | -21.8% | +8.7% | -30.5% | -23.6% |
| YTD | -29.7% | +43.0% | -72.7% | -35.2% |
| 1Y | -36.2% | +19.4% | -55.6% | -38.9% |
| 3Y | -16.4% | +74.7% | -91.1% | -29.4% |
| 5Y | -23.8% | +222.4% | -246.3% | -41.5% |
| All | -23.8% | +218.5% | -242.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling