-38.6%
PDD vs AA
+13.9%
-52.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.3% |
| 7D | +6.0% | +0.9% | +5.1% | +6.0% |
| 30D | +5.5% | -6.4% | +11.9% | +5.9% |
| 3M | -9.8% | -13.0% | +3.2% | -8.9% |
| 6M | -16.0% | -34.6% | +18.6% | -13.2% |
| YTD | -27.6% | -23.0% | -4.5% | -28.2% |
| 1Y | -38.6% | +16.0% | -54.6% | -42.4% |
| All | -38.6% | +13.9% | -52.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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