-3.3%
PDD vs AFL
+148.4%
-151.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -1.4% | +0.5% | -2.0% | -1.6% |
| 30D | -1.0% | +9.3% | -10.4% | -3.9% |
| 3M | -12.3% | +1.0% | -13.3% | -12.7% |
| 6M | -18.5% | +11.8% | -30.4% | -21.8% |
| YTD | -29.0% | +15.3% | -44.3% | -32.8% |
| 1Y | -40.7% | +12.1% | -52.8% | -43.3% |
| 3Y | -25.7% | +65.0% | -90.7% | -41.9% |
| 5Y | -3.3% | +149.1% | -152.4% | -52.5% |
| All | -3.3% | +148.4% | -151.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling