-39.3%
PDD vs AA
+10.6%
-49.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.3% |
| 7D | +5.6% | +0.9% | +4.7% | +5.5% |
| 30D | +5.8% | -6.7% | +12.5% | +6.2% |
| 3M | -8.6% | -16.3% | +7.7% | -7.6% |
| 6M | -18.8% | -37.1% | +18.3% | -15.9% |
| YTD | -26.8% | -25.0% | -1.8% | -27.3% |
| 1Y | -39.3% | +8.6% | -47.9% | -42.3% |
| All | -39.3% | +10.6% | -49.9% | -42.3% |
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