+207.9%
PDD vs AFL
+222.6%
-14.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -9.6% | -6.2% | -3.4% | -8.4% |
| 3M | -4.3% | +2.2% | -6.5% | -4.9% |
| 6M | -18.8% | +5.3% | -24.0% | -19.8% |
| YTD | -27.5% | +8.0% | -35.5% | -28.9% |
| 1Y | -33.6% | +10.2% | -43.9% | -35.3% |
| 3Y | -20.4% | +67.1% | -87.5% | -30.1% |
| 5Y | -19.6% | +135.6% | -155.2% | -34.8% |
| All | +207.9% | +222.6% | -14.7% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling