+191.5%
PDD vs AEM
+425.5%
-234.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | -4.6% | -5.0% | +0.4% | -3.7% |
| 30D | -14.0% | +8.5% | -22.4% | -15.5% |
| 3M | -4.9% | +29.3% | -34.1% | -10.0% |
| 6M | -25.8% | -12.9% | -12.8% | -24.3% |
| YTD | -31.4% | +16.8% | -48.1% | -34.2% |
| 1Y | -37.6% | +29.8% | -67.4% | -41.7% |
| 3Y | -18.4% | +336.7% | -355.1% | -42.6% |
| 5Y | -25.0% | +299.9% | -324.9% | -47.0% |
| All | +191.5% | +425.5% | -234.0% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling