-23.7%
PDD vs AFRM
-23.1%
-0.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.3% |
| 7D | -4.1% | -7.0% | +2.9% | -2.7% |
| 30D | -9.6% | -7.8% | -1.8% | -8.4% |
| 3M | -4.3% | +5.3% | -9.6% | -6.2% |
| 6M | -18.8% | +42.6% | -61.4% | -26.1% |
| YTD | -27.5% | -2.8% | -24.7% | -28.8% |
| 1Y | -33.6% | -19.3% | -14.3% | -32.9% |
| 3Y | -20.4% | +231.0% | -251.4% | -52.0% |
| All | -23.7% | -23.1% | -0.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling