-22.5%
PDD vs AG
+219.8%
-242.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | +5.6% | +6.3% | -0.7% | +4.8% |
| 30D | +5.8% | -8.9% | +14.7% | +6.8% |
| 3M | -8.6% | -12.2% | +3.6% | -7.7% |
| 6M | -18.8% | -28.3% | +9.5% | -16.5% |
| YTD | -26.8% | -8.8% | -17.9% | -27.7% |
| 1Y | -39.3% | +39.4% | -78.6% | -43.2% |
| 3Y | -22.5% | +229.4% | -251.9% | -38.6% |
| All | -22.5% | +219.8% | -242.3% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling