-34.4%
AAL vs PDD
-15.5%
-18.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.3% |
| 7D | +2.9% | -7.6% | +10.6% | +4.3% |
| 30D | +6.5% | -5.4% | +11.9% | +7.4% |
| 3M | -10.9% | -12.9% | +2.1% | -8.9% |
| 6M | +4.9% | -19.0% | +23.9% | +8.0% |
| YTD | -13.2% | -31.6% | +18.4% | -8.1% |
| 1Y | -1.1% | -43.0% | +41.9% | +7.7% |
| 3Y | +12.8% | -28.9% | +41.7% | +14.0% |
| 5Y | -34.4% | -18.4% | -16.0% | -35.6% |
| All | -34.4% | -15.5% | -18.9% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling