+191.5%
PDD vs AFL
+215.1%
-23.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.6% | -3.3% | -1.4% | -4.0% |
| 30D | -14.0% | -5.0% | -9.0% | -13.1% |
| 3M | -4.9% | -1.8% | -3.1% | -4.7% |
| 6M | -25.8% | +4.8% | -30.6% | -26.7% |
| YTD | -31.4% | +5.4% | -36.8% | -32.3% |
| 1Y | -37.6% | +9.0% | -46.6% | -39.0% |
| 3Y | -18.4% | +63.0% | -81.4% | -27.9% |
| 5Y | -25.0% | +134.5% | -159.5% | -39.0% |
| All | +191.5% | +215.1% | -23.5% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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