-64.0%
AAL vs PDD
+198.2%
-262.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +3.4% | -3.8% | +7.3% | +3.9% |
| 30D | +11.7% | -2.4% | +14.1% | +12.0% |
| 3M | -7.8% | -12.7% | +4.9% | -6.3% |
| 6M | +10.2% | -20.0% | +30.3% | +13.0% |
| YTD | -8.0% | -30.3% | +22.3% | -4.0% |
| 1Y | +8.5% | -42.4% | +50.9% | +16.0% |
| 3Y | +19.5% | -27.5% | +47.0% | +20.6% |
| 5Y | -33.9% | -14.9% | -19.0% | -40.1% |
| All | -64.0% | +198.2% | -262.2% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling