-51.8%
PDD vs AFRM
-27.4%
-24.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -1.0% | -8.4% | +7.4% | +0.7% |
| 30D | -2.4% | -18.3% | +15.9% | +1.3% |
| 3M | -14.6% | -12.7% | -1.9% | -13.0% |
| 6M | -19.6% | +3.0% | -22.7% | -21.5% |
| YTD | -30.0% | -11.4% | -18.6% | -30.2% |
| 1Y | -42.5% | -13.3% | -29.2% | -42.7% |
| 3Y | -27.2% | +194.0% | -221.2% | -52.3% |
| 5Y | -8.2% | -50.6% | +42.4% | -32.2% |
| All | -51.8% | -27.4% | -24.4% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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