+249.2%
AXP vs PDD
+213.3%
+35.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.6% | +5.6% | -5.0% | +0.2% |
| 30D | +5.8% | +5.8% | +0.1% | +5.4% |
| 3M | -6.0% | -8.6% | +2.6% | -5.5% |
| 6M | +0.3% | -18.8% | +19.1% | +1.6% |
| YTD | -12.3% | -26.8% | +14.5% | -10.5% |
| 1Y | -11.2% | -39.3% | +28.0% | -8.3% |
| 3Y | +117.0% | -22.5% | +139.5% | +116.3% |
| 5Y | +93.2% | -0.8% | +93.9% | +80.4% |
| All | +249.2% | +213.3% | +35.8% | +171.5% |
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