+207.9%
PDD vs AIG
+74.5%
+133.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -4.1% | -0.9% | -3.1% | -3.8% |
| 30D | -9.6% | -4.9% | -4.7% | -8.5% |
| 3M | -4.3% | +4.5% | -8.7% | -5.5% |
| 6M | -18.8% | -1.4% | -17.3% | -18.6% |
| YTD | -27.5% | -9.8% | -17.7% | -25.9% |
| 1Y | -33.6% | -4.5% | -29.1% | -33.4% |
| 3Y | -20.4% | +37.4% | -57.9% | -28.3% |
| 5Y | -19.6% | +55.0% | -74.6% | -29.4% |
| All | +207.9% | +74.5% | +133.4% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling