+195.9%
PDD vs AG
+125.0%
+70.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -3.8% | -4.0% | +0.2% | -3.3% |
| 30D | -2.4% | -13.1% | +10.7% | -0.5% |
| 3M | -12.7% | -22.0% | +9.3% | -9.9% |
| 6M | -20.0% | -37.3% | +17.2% | -15.3% |
| YTD | -30.3% | -11.2% | -19.1% | -31.5% |
| 1Y | -42.4% | +23.9% | -66.3% | -46.7% |
| 3Y | -27.5% | +225.1% | -252.7% | -47.0% |
| 5Y | -14.9% | +7.7% | -22.7% | -28.1% |
| All | +195.9% | +125.0% | +70.9% | +113.3% |
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