+201.5%
PDD vs AME
+234.8%
-33.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.8% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -1.0% | -4.2% | +3.1% | +0.2% |
| 3M | -12.3% | -5.9% | -6.3% | -10.7% |
| 6M | -18.5% | +2.8% | -21.3% | -20.6% |
| YTD | -29.0% | +16.6% | -45.6% | -34.7% |
| 1Y | -40.7% | +22.1% | -62.8% | -46.7% |
| 3Y | -25.7% | +64.7% | -90.4% | -43.8% |
| 5Y | -3.3% | +76.6% | -79.9% | -30.0% |
| All | +201.5% | +234.8% | -33.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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