-22.5%
PDD vs AMRZ
-19.2%
-3.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -3.0% | +13.0% | -16.0% | -4.9% |
| 3M | -6.2% | -12.1% | +5.9% | -4.3% |
| 6M | -20.7% | -19.1% | -1.6% | -18.6% |
| YTD | -30.4% | -23.3% | -7.1% | -27.9% |
| 1Y | -41.3% | -16.6% | -24.7% | -40.3% |
| All | -22.5% | -19.2% | -3.4% | -21.0% |
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