+195.8%
PDD vs AG
+108.0%
+87.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | -4.9% | -10.0% | +5.1% | -3.4% |
| 30D | -3.0% | -10.5% | +7.4% | -1.6% |
| 3M | -6.2% | -27.3% | +21.1% | -2.1% |
| 6M | -20.7% | -43.0% | +22.3% | -14.7% |
| YTD | -30.4% | -17.9% | -12.4% | -30.7% |
| 1Y | -41.3% | +11.9% | -53.2% | -44.8% |
| 3Y | -27.7% | +201.8% | -229.5% | -46.6% |
| 5Y | -16.9% | -0.1% | -16.8% | -28.9% |
| All | +195.8% | +108.0% | +87.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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