-39.3%
PDD vs AME
+16.4%
-55.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | +5.6% | -5.2% | +10.8% | +6.3% |
| 30D | +5.8% | -8.0% | +13.8% | +7.0% |
| 3M | -8.6% | -8.9% | +0.3% | -7.3% |
| 6M | -18.8% | -5.0% | -13.9% | -19.0% |
| YTD | -26.8% | +11.9% | -38.7% | -33.7% |
| 1Y | -39.3% | +16.6% | -55.9% | -46.1% |
| All | -39.3% | +16.4% | -55.7% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling