+191.4%
PDD vs AEM
+435.4%
-244.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -5.4% | -2.1% | -3.2% | -5.0% |
| 30D | -12.6% | +8.4% | -21.0% | -14.1% |
| 3M | -4.3% | +27.3% | -31.6% | -9.2% |
| 6M | -24.4% | -9.7% | -14.8% | -23.5% |
| YTD | -31.4% | +19.0% | -50.3% | -34.5% |
| 1Y | -38.1% | +31.5% | -69.6% | -42.3% |
| 3Y | -20.1% | +338.7% | -358.8% | -43.8% |
| 5Y | -25.0% | +307.4% | -332.4% | -47.2% |
| All | +191.4% | +435.4% | -244.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded AEM 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling