-23.8%
PDD vs AMP
+122.1%
-145.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -4.1% | +2.6% | -6.7% | -5.5% |
| 30D | -13.1% | +0.8% | -13.9% | -13.7% |
| 3M | -3.5% | +24.3% | -27.7% | -15.2% |
| 6M | -21.8% | +20.6% | -42.3% | -30.2% |
| YTD | -29.7% | +14.6% | -44.3% | -35.9% |
| 1Y | -36.2% | +14.5% | -50.8% | -42.1% |
| 3Y | -16.4% | +67.9% | -84.3% | -47.2% |
| 5Y | -23.8% | +122.5% | -146.4% | -63.1% |
| All | -23.8% | +122.1% | -145.9% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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