-16.4%
PDD vs AFL
+64.2%
-80.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.8% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -13.1% | -7.1% | -6.0% | -12.5% |
| 3M | -3.5% | +0.4% | -3.9% | -3.7% |
| 6M | -21.8% | +4.5% | -26.3% | -22.3% |
| YTD | -29.7% | +6.1% | -35.7% | -30.3% |
| 1Y | -36.2% | +10.6% | -46.8% | -37.1% |
| 3Y | -16.4% | +64.0% | -80.4% | -24.6% |
| All | -16.4% | +64.2% | -80.6% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling