+201.5%
PDD vs LNG
+359.6%
-158.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.8% | -3.6% |
| 7D | -1.4% | -8.4% | +6.9% | +0.2% |
| 30D | -1.0% | +2.7% | -3.7% | -2.0% |
| 3M | -12.3% | +11.7% | -24.0% | -14.8% |
| 6M | -18.5% | +19.5% | -38.0% | -22.3% |
| YTD | -29.0% | +48.0% | -77.0% | -36.4% |
| 1Y | -40.7% | +38.4% | -79.1% | -46.0% |
| 3Y | -25.7% | +71.9% | -97.6% | -37.7% |
| 5Y | -3.3% | +179.9% | -183.2% | -29.9% |
| All | +201.5% | +359.6% | -158.1% | +118.2% |
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