+201.5%
PDD vs AEM
+436.6%
-235.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.8% | -7.9% | -4.0% |
| 7D | -1.4% | +17.8% | -19.3% | -4.6% |
| 30D | -1.0% | +6.2% | -7.3% | -2.5% |
| 3M | -12.3% | +12.5% | -24.8% | -14.8% |
| 6M | -18.5% | +4.4% | -22.9% | -20.0% |
| YTD | -29.0% | +19.2% | -48.2% | -32.5% |
| 1Y | -40.7% | +25.5% | -66.2% | -44.3% |
| 3Y | -25.7% | +346.4% | -372.1% | -48.1% |
| 5Y | -3.3% | +305.7% | -309.0% | -32.1% |
| All | +201.5% | +436.6% | -235.1% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling