+13.0%
AAL vs PDD
-23.2%
+36.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +4.6% | +5.6% | -1.0% | +3.7% |
| 30D | +2.6% | +5.8% | -3.2% | +1.6% |
| 3M | -17.8% | -8.6% | -9.2% | -16.7% |
| 6M | +1.9% | -18.8% | +20.7% | +4.9% |
| YTD | -14.0% | -26.8% | +12.8% | -10.1% |
| 1Y | +0.2% | -39.3% | +39.5% | +7.4% |
| 3Y | +13.0% | -22.5% | +35.5% | +16.9% |
| All | +13.0% | -23.2% | +36.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling