+19.6%
AAL vs PDD
-26.6%
+46.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +10.1% | -1.0% | +11.0% | +10.2% |
| 30D | +10.6% | -2.4% | +13.0% | +10.9% |
| 3M | -5.9% | -14.6% | +8.7% | -3.7% |
| 6M | +5.7% | -19.6% | +25.3% | +9.0% |
| YTD | -8.0% | -30.0% | +22.0% | -3.1% |
| 1Y | +6.0% | -42.5% | +48.5% | +14.5% |
| 3Y | +19.6% | -27.2% | +46.8% | +26.0% |
| All | +19.6% | -26.6% | +46.2% | +26.0% |
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