-38.6%
PDD vs AGI
-1.1%
-37.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | +0.9% |
| 7D | +6.0% | -5.3% | +11.3% | +6.6% |
| 30D | +5.5% | -7.1% | +12.6% | +6.3% |
| 3M | -9.8% | +4.4% | -14.2% | -11.2% |
| 6M | -16.0% | -23.0% | +7.0% | -13.1% |
| YTD | -27.6% | -22.0% | -5.6% | -25.7% |
| 1Y | -38.6% | +0.3% | -38.9% | -41.2% |
| All | -38.6% | -1.1% | -37.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling