-49.1%
PDD vs AFRM
-23.4%
-25.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +10.0% | +3.8% |
| 7D | +5.9% | -6.9% | +12.8% | +7.3% |
| 30D | +7.1% | -7.0% | +14.1% | +8.3% |
| 3M | -7.7% | -11.2% | +3.5% | -6.3% |
| 6M | -13.2% | +4.3% | -17.5% | -15.4% |
| YTD | -26.0% | -6.4% | -19.6% | -27.0% |
| 1Y | -38.4% | -2.6% | -35.8% | -40.2% |
| 3Y | -21.1% | +210.6% | -231.7% | -49.1% |
| 5Y | +0.3% | -57.6% | +57.9% | -25.2% |
| All | -49.1% | -23.4% | -25.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling