-14.9%
PDD vs AA
-11.0%
-4.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -1.3% |
| 7D | -3.8% | +1.1% | -5.0% | -4.4% |
| 30D | -2.4% | -1.3% | -1.1% | -2.4% |
| 3M | -12.7% | -23.9% | +11.2% | -5.8% |
| 6M | -20.0% | -36.8% | +16.8% | -10.2% |
| YTD | -30.3% | -22.2% | -8.2% | -28.7% |
| 1Y | -42.4% | +10.4% | -52.7% | -48.3% |
| 3Y | -27.5% | +72.0% | -99.6% | -50.1% |
| 5Y | -14.9% | -15.6% | +0.7% | -37.8% |
| All | -14.9% | -11.0% | -4.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling