+137.4%
AEP vs PDD
+213.3%
-75.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -2.8% | +5.6% | -8.4% | -2.8% |
| 30D | +3.6% | +5.8% | -2.1% | +3.7% |
| 3M | +1.8% | -8.6% | +10.4% | +1.7% |
| 6M | -3.1% | -18.8% | +15.7% | -3.2% |
| YTD | +12.2% | -26.8% | +39.0% | +12.1% |
| 1Y | +9.1% | -39.3% | +48.4% | +8.9% |
| 3Y | +77.9% | -22.5% | +100.4% | +77.8% |
| 5Y | +78.1% | -0.8% | +78.9% | +79.3% |
| All | +137.4% | +213.3% | -75.9% | +144.4% |
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