+191.4%
PDD vs AJG
+276.1%
-84.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -5.4% | -8.3% | +2.9% | -2.8% |
| 30D | -12.6% | -5.7% | -6.9% | -11.1% |
| 3M | -4.3% | +9.1% | -13.4% | -7.2% |
| 6M | -24.4% | +15.2% | -39.6% | -28.3% |
| YTD | -31.4% | -6.3% | -25.1% | -30.5% |
| 1Y | -38.1% | -19.1% | -19.0% | -34.2% |
| 3Y | -20.1% | +8.2% | -28.3% | -26.6% |
| 5Y | -25.0% | +75.6% | -100.6% | -45.5% |
| All | +191.4% | +276.1% | -84.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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