-66.5%
AAL vs PDD
+210.2%
-276.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -3.7% | -4.1% | +0.3% | -3.2% |
| 30D | -20.8% | -9.6% | -11.2% | -19.8% |
| 3M | -1.3% | -4.3% | +3.0% | -0.9% |
| 6M | +5.4% | -18.8% | +24.1% | +7.9% |
| YTD | -14.4% | -27.5% | +13.1% | -11.0% |
| 1Y | +2.1% | -33.6% | +35.7% | +7.2% |
| 3Y | -10.6% | -20.4% | +9.8% | -10.9% |
| 5Y | -32.2% | -19.6% | -12.6% | -38.5% |
| All | -66.5% | +210.2% | -276.7% | -77.6% |
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 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