-38.6%
PDD vs AMCR
+32.3%
-70.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.7% |
| 7D | +6.0% | +6.2% | -0.2% | +4.6% |
| 30D | +5.5% | +16.0% | -10.6% | +2.1% |
| 3M | -9.8% | +4.4% | -14.1% | -10.7% |
| 6M | -16.0% | +35.5% | -51.5% | -22.2% |
| YTD | -27.6% | +21.5% | -49.1% | -31.8% |
| 1Y | -38.6% | +30.7% | -69.4% | -44.9% |
| All | -38.6% | +32.3% | -70.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling