+140.8%
AEP vs PDD
+203.8%
-63.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +4.5% | -1.0% | +5.5% | +4.5% |
| 3M | +2.8% | -12.3% | +15.1% | +2.8% |
| 6M | -0.7% | -18.5% | +17.9% | -0.7% |
| YTD | +13.8% | -29.0% | +42.9% | +13.7% |
| 1Y | +9.0% | -40.7% | +49.7% | +8.7% |
| 3Y | +83.0% | -25.7% | +108.7% | +82.9% |
| 5Y | +83.3% | -3.3% | +86.6% | +84.5% |
| All | +140.8% | +203.8% | -63.0% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling