+207.9%
PDD vs AG
+219.5%
-11.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | -9.6% | +19.2% | -28.8% | -12.3% |
| 3M | -4.3% | +6.2% | -10.4% | -6.1% |
| 6M | -18.8% | -26.7% | +7.9% | -16.0% |
| YTD | -27.5% | +26.1% | -53.6% | -32.2% |
| 1Y | -33.6% | +131.7% | -165.3% | -44.9% |
| 3Y | -20.4% | +255.3% | -275.8% | -42.2% |
| 5Y | -19.6% | +61.9% | -81.5% | -35.8% |
| All | +207.9% | +219.5% | -11.6% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling