+194.4%
PDD vs AIG
+71.8%
+122.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -15.5% | -3.3% | -12.1% | -14.8% |
| 3M | -4.1% | +2.2% | -6.2% | -4.7% |
| 6M | -23.4% | -2.1% | -21.3% | -23.1% |
| YTD | -30.7% | -11.2% | -19.5% | -28.9% |
| 1Y | -37.6% | -2.1% | -35.5% | -37.8% |
| 3Y | -17.5% | +34.4% | -51.9% | -25.3% |
| 5Y | -24.6% | +53.7% | -78.3% | -33.7% |
| All | +194.4% | +71.8% | +122.6% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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