+79.4%
AEP vs PDD
-15.4%
+94.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +1.8% | -4.1% | +5.9% | +1.7% |
| 30D | -0.8% | -9.6% | +8.8% | -1.0% |
| 3M | -1.8% | -4.3% | +2.4% | -1.9% |
| 6M | -5.4% | -18.8% | +13.4% | -5.5% |
| YTD | +10.4% | -27.5% | +37.9% | +10.1% |
| 1Y | +18.2% | -33.6% | +51.8% | +17.7% |
| All | +79.4% | -15.4% | +94.8% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling