+198.7%
PDD vs AJG
+293.5%
-94.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.7% |
| 7D | -4.1% | -3.8% | -0.3% | -3.0% |
| 30D | -13.1% | +1.6% | -14.7% | -13.6% |
| 3M | -3.5% | +18.6% | -22.1% | -8.8% |
| 6M | -21.8% | +10.9% | -32.7% | -24.8% |
| YTD | -29.7% | -2.0% | -27.7% | -29.8% |
| 1Y | -36.2% | -14.9% | -21.3% | -33.3% |
| 3Y | -16.4% | +13.4% | -29.8% | -24.3% |
| 5Y | -23.8% | +83.2% | -107.1% | -45.4% |
| All | +198.7% | +293.5% | -94.8% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling