+135.3%
AEP vs PDD
+200.9%
-65.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | +2.0% | -4.1% | +6.1% | +2.0% |
| 30D | +0.5% | -13.1% | +13.6% | +0.4% |
| 3M | -0.3% | -3.5% | +3.2% | -0.3% |
| 6M | -3.5% | -21.8% | +18.3% | -3.6% |
| YTD | +11.3% | -29.7% | +40.9% | +11.1% |
| 1Y | +20.2% | -36.2% | +56.4% | +20.0% |
| 3Y | +79.8% | -16.4% | +96.1% | +79.7% |
| 5Y | +65.6% | -23.8% | +89.4% | +66.4% |
| All | +135.3% | +200.9% | -65.6% | +142.2% |
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