-23.8%
PDD vs AGI
+390.0%
-413.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -4.1% | +4.4% | -8.5% | -5.0% |
| 30D | -13.1% | +10.0% | -23.0% | -14.9% |
| 3M | -3.5% | +1.7% | -5.2% | -4.5% |
| 6M | -21.8% | -26.8% | +5.0% | -17.4% |
| YTD | -29.7% | -5.3% | -24.3% | -30.3% |
| 1Y | -36.2% | +11.5% | -47.7% | -39.6% |
| 3Y | -16.4% | +212.9% | -229.3% | -44.0% |
| 5Y | -23.8% | +388.8% | -412.6% | -56.1% |
| All | -23.8% | +390.0% | -413.9% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling