+207.9%
PDD vs LNG
+369.9%
-162.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | +3.4% | -7.5% | -4.8% |
| 30D | -9.6% | +14.9% | -24.5% | -12.4% |
| 3M | -4.3% | +21.4% | -25.7% | -8.5% |
| 6M | -18.8% | +17.8% | -36.6% | -22.5% |
| YTD | -27.5% | +51.3% | -78.8% | -35.0% |
| 1Y | -33.6% | +24.4% | -58.1% | -37.6% |
| 3Y | -20.4% | +79.7% | -100.1% | -33.8% |
| 5Y | -19.6% | +241.3% | -260.9% | -44.6% |
| All | +207.9% | +369.9% | -162.0% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling