+119.7%
AXP vs PDD
-22.3%
+142.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | +0.4% | +5.9% | -5.5% | 0.0% |
| 30D | +7.0% | +7.1% | 0.0% | +6.5% |
| 3M | -6.6% | -7.7% | +1.1% | -6.2% |
| 6M | +3.5% | -13.2% | +16.7% | +4.2% |
| YTD | -11.2% | -26.0% | +14.8% | -9.7% |
| 1Y | -10.2% | -38.4% | +28.3% | -7.8% |
| All | +119.7% | -22.3% | +142.1% | +118.3% |
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