+194.4%
PDD vs AEM
+441.3%
-246.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.4% | +3.0% | -7.4% | -5.0% |
| 30D | -15.5% | +12.5% | -28.0% | -17.6% |
| 3M | -4.1% | +26.9% | -31.0% | -8.9% |
| 6M | -23.4% | -9.4% | -14.0% | -22.5% |
| YTD | -30.7% | +20.3% | -50.9% | -33.9% |
| 1Y | -37.6% | +33.8% | -71.4% | -42.1% |
| 3Y | -17.5% | +349.8% | -367.4% | -42.3% |
| 5Y | -24.6% | +301.0% | -325.6% | -46.9% |
| All | +194.4% | +441.3% | -246.9% | +113.4% |
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