-41.7%
PDD vs AR
+6.0%
-47.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.9% |
| 7D | -1.4% | -10.5% | +9.1% | -2.7% |
| 30D | -1.0% | +1.3% | -2.3% | -1.0% |
| 3M | -12.3% | +4.8% | -17.0% | -11.9% |
| 6M | -18.5% | +1.2% | -19.7% | -18.3% |
| YTD | -29.0% | +5.5% | -34.5% | -28.9% |
| All | -41.7% | +6.0% | -47.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling