+195.8%
PDD vs AON
+145.1%
+50.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | -4.9% | +1.0% | -5.9% | -5.1% |
| 30D | -3.0% | +23.2% | -26.2% | -6.8% |
| 3M | -6.2% | -5.0% | -1.2% | -5.5% |
| 6M | -20.7% | +9.3% | -30.1% | -22.3% |
| YTD | -30.4% | -3.4% | -26.9% | -30.4% |
| 1Y | -41.3% | -2.9% | -38.4% | -41.4% |
| 3Y | -27.7% | +3.6% | -31.4% | -29.7% |
| 5Y | -16.9% | +16.9% | -33.7% | -23.5% |
| All | +195.8% | +145.1% | +50.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling