+195.9%
PDD vs AFL
+249.9%
-54.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -3.8% | +1.4% | -5.3% | -4.1% |
| 30D | -2.4% | +9.7% | -12.0% | -4.3% |
| 3M | -12.7% | +5.5% | -18.2% | -13.8% |
| 6M | -20.0% | +11.2% | -31.2% | -22.0% |
| YTD | -30.3% | +17.1% | -47.4% | -32.8% |
| 1Y | -42.4% | +14.0% | -56.4% | -44.2% |
| 3Y | -27.5% | +66.3% | -93.8% | -36.1% |
| 5Y | -14.9% | +152.7% | -167.6% | -32.1% |
| All | +195.9% | +249.9% | -54.0% | +139.8% |
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