-36.2%
PDD vs AEM
+31.9%
-68.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -4.1% | +4.3% | -8.4% | -4.9% |
| 30D | -13.1% | +13.1% | -26.2% | -15.2% |
| 3M | -3.5% | +24.8% | -28.3% | -7.4% |
| 6M | -21.8% | -8.2% | -13.5% | -21.3% |
| YTD | -29.7% | +19.8% | -49.5% | -31.1% |
| 1Y | -36.2% | +32.1% | -68.3% | -34.4% |
| All | -36.2% | +31.9% | -68.1% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling