+201.5%
PDD vs AA
+3.3%
+198.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -4.4% |
| 7D | -1.4% | +4.8% | -6.3% | -2.7% |
| 30D | -1.0% | -0.6% | -0.4% | -1.2% |
| 3M | -12.3% | -16.3% | +4.0% | -9.0% |
| 6M | -18.5% | -33.4% | +14.9% | -11.8% |
| YTD | -29.0% | -20.7% | -8.3% | -27.6% |
| 1Y | -40.7% | +12.9% | -53.6% | -45.1% |
| 3Y | -25.7% | +75.7% | -101.4% | -41.7% |
| 5Y | -3.3% | -6.8% | +3.5% | -12.4% |
| All | +201.5% | +3.3% | +198.2% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling