+207.9%
PDD vs AME
+233.6%
-25.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | -9.6% | -6.7% | -2.9% | -7.0% |
| 3M | -4.3% | +4.1% | -8.3% | -6.6% |
| 6M | -18.8% | +1.6% | -20.3% | -20.0% |
| YTD | -27.5% | +16.1% | -43.6% | -32.7% |
| 1Y | -33.6% | +27.3% | -61.0% | -41.1% |
| 3Y | -20.4% | +50.9% | -71.3% | -36.6% |
| 5Y | -19.6% | +81.4% | -101.0% | -42.1% |
| All | +207.9% | +233.6% | -25.7% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling