+194.4%
PDD vs AGI
+596.4%
-402.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | -15.5% | +11.3% | -26.7% | -16.6% |
| 3M | -4.1% | +5.6% | -9.7% | -5.0% |
| 6M | -23.4% | -27.7% | +4.3% | -21.0% |
| YTD | -30.7% | -4.1% | -26.6% | -31.0% |
| 1Y | -37.6% | +13.8% | -51.4% | -39.3% |
| 3Y | -17.5% | +217.0% | -234.6% | -29.8% |
| 5Y | -24.6% | +404.3% | -429.0% | -39.0% |
| All | +194.4% | +596.4% | -402.0% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling