+195.8%
PDD vs AFL
+251.3%
-55.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.5% |
| 30D | -3.0% | +8.0% | -11.0% | -4.6% |
| 3M | -6.2% | +5.9% | -12.1% | -7.4% |
| 6M | -20.7% | +11.6% | -32.3% | -22.7% |
| YTD | -30.4% | +17.5% | -47.9% | -32.9% |
| 1Y | -41.3% | +13.3% | -54.5% | -43.0% |
| 3Y | -27.7% | +67.0% | -94.7% | -36.3% |
| 5Y | -16.9% | +150.6% | -167.5% | -33.6% |
| All | +195.8% | +251.3% | -55.5% | +139.5% |
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