+197.4%
PDD vs AG
+127.6%
+69.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.4% |
| 7D | -1.0% | +6.0% | -6.9% | -2.0% |
| 30D | -2.4% | -13.5% | +11.1% | -0.4% |
| 3M | -14.6% | -20.7% | +6.1% | -12.1% |
| 6M | -19.6% | -31.5% | +11.9% | -16.1% |
| YTD | -30.0% | -10.1% | -19.8% | -31.3% |
| 1Y | -42.5% | +26.0% | -68.5% | -47.0% |
| 3Y | -27.2% | +228.9% | -256.1% | -46.9% |
| 5Y | -8.2% | +8.7% | -16.9% | -22.5% |
| All | +197.4% | +127.6% | +69.7% | +113.9% |
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 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