+190.4%
PDD vs AGG
+15.0%
+175.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.4% |
| 7D | -7.6% | -1.4% | -6.2% | -6.6% |
| 30D | -5.4% | +0.9% | -6.3% | -6.0% |
| 3M | -12.9% | -1.2% | -11.7% | -12.1% |
| 6M | -19.0% | -1.4% | -17.6% | -18.1% |
| YTD | -31.6% | -1.4% | -30.2% | -30.8% |
| 1Y | -43.0% | -1.3% | -41.7% | -42.4% |
| 3Y | -28.9% | +13.8% | -42.7% | -36.6% |
| 5Y | -18.4% | -1.6% | -16.8% | -20.5% |
| All | +190.4% | +15.0% | +175.4% | +141.6% |
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