+7.1%
AEP vs PDD
-41.6%
+48.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.6% |
| 30D | +4.5% | -1.0% | +5.5% | +4.4% |
| 3M | +2.8% | -12.3% | +15.1% | +1.9% |
| 6M | -0.7% | -18.5% | +17.9% | -1.2% |
| YTD | +13.8% | -29.0% | +42.9% | +13.3% |
| All | +7.1% | -41.6% | +48.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling