-20.0%
PDD vs LNG
+26.9%
-47.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.2% | -0.3% |
| 7D | -3.8% | +4.5% | -8.3% | -3.5% |
| 30D | -2.4% | +8.0% | -10.4% | -2.9% |
| 3M | -12.7% | +15.0% | -27.7% | -13.2% |
| 6M | -20.0% | +27.1% | -47.1% | -22.3% |
| All | -20.0% | +26.9% | -47.0% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling