-18.6%
PDD vs AMRZ
-17.5%
-1.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +5.6% | +1.2% | +4.4% | +5.4% |
| 30D | +5.8% | +15.1% | -9.3% | +3.4% |
| 3M | -8.6% | -18.1% | +9.4% | -5.8% |
| 6M | -18.8% | -23.5% | +4.6% | -15.4% |
| YTD | -26.8% | -21.6% | -5.2% | -24.5% |
| 1Y | -39.3% | -14.7% | -24.5% | -38.5% |
| All | -18.6% | -17.5% | -1.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling