+11.8%
AAL vs PDD
-28.8%
+40.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.3% |
| 7D | -0.1% | -4.9% | +4.8% | +0.7% |
| 30D | +11.7% | -3.0% | +14.7% | +12.2% |
| 3M | -12.5% | -6.2% | -6.4% | -11.8% |
| 6M | +3.6% | -20.7% | +24.3% | +7.1% |
| YTD | -14.1% | -30.4% | +16.3% | -9.5% |
| 1Y | +0.8% | -41.3% | +42.0% | +8.6% |
| 3Y | +11.8% | -27.7% | +39.5% | +17.8% |
| All | +11.8% | -28.8% | +40.6% | +17.8% |
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 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