+194.4%
PDD vs AMCR
+22.2%
+172.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -4.4% | -6.3% | +1.9% | -2.3% |
| 30D | -15.5% | -7.1% | -8.3% | -13.4% |
| 3M | -4.1% | +12.7% | -16.7% | -8.3% |
| 6M | -23.4% | +5.2% | -28.6% | -25.3% |
| YTD | -30.7% | +8.1% | -38.7% | -33.4% |
| 1Y | -37.6% | +11.7% | -49.4% | -41.0% |
| 3Y | -17.5% | +9.9% | -27.5% | -23.4% |
| 5Y | -24.6% | -8.7% | -16.0% | -24.4% |
| All | +194.4% | +22.2% | +172.2% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling