+207.9%
PDD vs AGI
+597.2%
-389.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -9.6% | +18.2% | -27.8% | -11.5% |
| 3M | -4.3% | -4.1% | -0.1% | -4.2% |
| 6M | -18.8% | -28.7% | +9.9% | -16.1% |
| YTD | -27.5% | -4.0% | -23.5% | -27.8% |
| 1Y | -33.6% | +17.4% | -51.0% | -35.6% |
| 3Y | -20.4% | +203.0% | -223.4% | -31.9% |
| 5Y | -19.6% | +376.7% | -396.2% | -34.8% |
| All | +207.9% | +597.2% | -389.3% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling