+197.4%
PDD vs AME
+234.9%
-37.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | -4.1% | +3.2% | +0.4% |
| 30D | -2.4% | -4.1% | +1.7% | -1.2% |
| 3M | -14.6% | -5.6% | -9.0% | -13.3% |
| 6M | -19.6% | +2.8% | -22.5% | -21.7% |
| YTD | -30.0% | +16.6% | -46.6% | -35.6% |
| 1Y | -42.5% | +21.1% | -63.6% | -48.1% |
| 3Y | -27.2% | +61.1% | -88.3% | -44.3% |
| 5Y | -8.2% | +76.6% | -84.8% | -33.6% |
| All | +197.4% | +234.9% | -37.5% | +52.1% |
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