-63.9%
AAL vs PDD
+203.8%
-267.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.5% | +7.8% |
| 7D | +8.3% | -1.4% | +9.7% | +8.4% |
| 30D | +11.0% | -1.0% | +12.0% | +11.1% |
| 3M | -11.2% | -12.3% | +1.1% | -9.8% |
| 6M | +6.1% | -18.5% | +24.6% | +8.5% |
| YTD | -7.6% | -29.0% | +21.4% | -3.8% |
| 1Y | +3.7% | -40.7% | +44.4% | +10.4% |
| 3Y | +20.5% | -25.7% | +46.2% | +21.2% |
| 5Y | -36.4% | -3.3% | -33.1% | -43.1% |
| All | -63.9% | +203.8% | -267.6% | -75.8% |
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