-21.5%
PDD vs AON
+16.3%
-37.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | -9.1% | +5.0% | -2.9% |
| 30D | -9.6% | -10.2% | +0.6% | -8.4% |
| 3M | -4.3% | +0.5% | -4.8% | -4.5% |
| 6M | -18.8% | -4.8% | -13.9% | -18.4% |
| YTD | -27.5% | -8.0% | -19.5% | -26.9% |
| 1Y | -33.6% | -13.1% | -20.6% | -32.5% |
| 3Y | -20.4% | -1.3% | -19.1% | -21.4% |
| All | -21.5% | +16.3% | -37.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling