-67.0%
AAL vs PDD
+216.8%
-283.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.3% | -5.4% |
| 7D | +1.2% | +5.9% | -4.7% | +0.4% |
| 30D | -0.5% | +7.1% | -7.6% | -1.4% |
| 3M | -22.0% | -7.7% | -14.3% | -21.3% |
| 6M | +4.5% | -13.2% | +17.8% | +6.1% |
| YTD | -15.7% | -26.0% | +10.3% | -12.6% |
| 1Y | -3.7% | -38.4% | +34.8% | +2.1% |
| 3Y | +7.9% | -21.1% | +29.0% | +7.8% |
| 5Y | -40.7% | +0.3% | -41.1% | -47.2% |
| All | -67.0% | +216.8% | -283.8% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling