-0.3%
PDD vs AME
+66.2%
-66.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.1% |
| 7D | +5.6% | -5.2% | +10.8% | +7.5% |
| 30D | +5.8% | -8.0% | +13.8% | +8.9% |
| 3M | -8.6% | -8.9% | +0.3% | -5.7% |
| 6M | -18.8% | -5.0% | -13.9% | -18.3% |
| YTD | -26.8% | +11.9% | -38.7% | -32.0% |
| 1Y | -39.3% | +16.6% | -55.9% | -44.8% |
| 3Y | -22.5% | +62.5% | -85.0% | -46.3% |
| All | -0.3% | +66.2% | -66.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling