-27.7%
PDD vs AA
+67.6%
-95.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.2% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.0% | -0.6% | -2.5% | -3.2% |
| 3M | -6.2% | -19.7% | +13.5% | -2.5% |
| 6M | -20.7% | -41.6% | +20.9% | -12.7% |
| YTD | -30.4% | -24.6% | -5.7% | -28.9% |
| 1Y | -41.3% | +4.9% | -46.1% | -45.1% |
| 3Y | -27.7% | +66.8% | -94.5% | -37.6% |
| All | -27.7% | +67.6% | -95.3% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling