-41.3%
PDD vs AA
-0.3%
-40.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.0% |
| 7D | -4.9% | +0.5% | -5.4% | -4.9% |
| 30D | -3.0% | -0.6% | -2.5% | -3.1% |
| 3M | -6.2% | -19.7% | +13.5% | -4.9% |
| 6M | -20.7% | -41.6% | +20.9% | -17.0% |
| YTD | -30.4% | -24.6% | -5.7% | -31.3% |
| 1Y | -41.3% | +4.9% | -46.1% | -43.3% |
| All | -41.3% | -0.3% | -40.9% | -43.3% |
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