-37.6%
PDD vs AMCR
+11.5%
-49.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -5.0% | +0.3% | -3.6% |
| 30D | -14.0% | -8.0% | -6.0% | -12.5% |
| 3M | -4.9% | +14.3% | -19.1% | -7.8% |
| 6M | -25.8% | +5.3% | -31.1% | -27.6% |
| YTD | -31.4% | +7.7% | -39.1% | -33.1% |
| 1Y | -37.6% | +10.8% | -48.4% | -38.9% |
| All | -37.6% | +11.5% | -49.1% | -38.9% |
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