+214.4%
PDD vs AA
-5.1%
+219.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +3.5% |
| 7D | +5.9% | -3.7% | +9.6% | +6.8% |
| 30D | +7.1% | -10.8% | +17.9% | +9.9% |
| 3M | -7.7% | -19.1% | +11.4% | -3.4% |
| 6M | -13.2% | -38.7% | +25.5% | -4.1% |
| YTD | -26.0% | -27.1% | +1.2% | -22.8% |
| 1Y | -38.4% | +8.3% | -46.8% | -42.4% |
| 3Y | -21.1% | +49.6% | -70.7% | -35.5% |
| 5Y | +0.3% | -15.5% | +15.8% | -6.9% |
| All | +214.4% | -5.1% | +219.5% | +211.2% |
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