-14.5%
PDD vs AG
+5.7%
-20.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.3% |
| 7D | -1.0% | +6.0% | -6.9% | -2.2% |
| 30D | -2.4% | -13.5% | +11.1% | -0.1% |
| 3M | -14.6% | -20.7% | +6.1% | -11.6% |
| 6M | -19.6% | -31.5% | +11.9% | -15.4% |
| YTD | -30.0% | -10.1% | -19.8% | -32.0% |
| 1Y | -42.5% | +26.0% | -68.5% | -48.4% |
| 3Y | -27.2% | +228.9% | -256.1% | -54.3% |
| All | -14.5% | +5.7% | -20.2% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling