+207.9%
PDD vs AGG
+16.3%
+191.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | -0.2% | -3.9% | -3.9% |
| 30D | -9.6% | -0.4% | -9.2% | -9.3% |
| 3M | -4.3% | -0.7% | -3.6% | -3.8% |
| 6M | -18.8% | -1.5% | -17.2% | -17.8% |
| YTD | -27.5% | -0.3% | -27.2% | -27.3% |
| 1Y | -33.6% | +1.3% | -34.9% | -34.3% |
| 3Y | -20.4% | +13.2% | -33.6% | -28.6% |
| 5Y | -19.6% | -1.4% | -18.2% | -21.9% |
| All | +207.9% | +16.3% | +191.6% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling