-0.3%
PDD vs AIG
+47.6%
-47.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.5% |
| 7D | +5.6% | -5.1% | +10.7% | +7.8% |
| 30D | +5.8% | +2.8% | +3.0% | +4.5% |
| 3M | -8.6% | -2.1% | -6.5% | -8.0% |
| 6M | -18.8% | +1.4% | -20.3% | -19.7% |
| YTD | -26.8% | -7.4% | -19.4% | -25.1% |
| 1Y | -39.3% | +4.4% | -43.7% | -41.3% |
| 3Y | -22.5% | +30.0% | -52.5% | -36.2% |
| All | -0.3% | +47.6% | -47.9% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling