+207.9%
PDD vs AA
+23.2%
+184.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -9.6% | +5.0% | -14.6% | -10.9% |
| 3M | -4.3% | -35.8% | +31.6% | +5.6% |
| 6M | -18.8% | -18.4% | -0.4% | -16.6% |
| YTD | -27.5% | -5.5% | -22.0% | -28.8% |
| 1Y | -33.6% | +61.0% | -94.6% | -43.9% |
| 3Y | -20.4% | +66.2% | -86.6% | -36.6% |
| 5Y | -19.6% | +11.4% | -31.0% | -30.3% |
| All | +207.9% | +23.2% | +184.7% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling