+191.4%
PDD vs AGG
+15.1%
+176.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.4% | -1.1% | -4.3% | -4.6% |
| 30D | -12.6% | -1.1% | -11.5% | -11.8% |
| 3M | -4.3% | -1.9% | -2.4% | -2.9% |
| 6M | -24.4% | -1.7% | -22.7% | -23.4% |
| YTD | -31.4% | -1.3% | -30.1% | -30.7% |
| 1Y | -38.1% | -0.7% | -37.4% | -37.8% |
| 3Y | -20.1% | +12.5% | -32.6% | -28.0% |
| 5Y | -25.0% | -2.5% | -22.5% | -26.5% |
| All | +191.4% | +15.1% | +176.4% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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