-23.5%
PDD vs AU
+683.3%
-706.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -13.1% | +12.8% | -25.9% | -14.9% |
| 3M | -3.5% | +28.5% | -31.9% | -7.9% |
| 6M | -21.8% | +4.8% | -26.6% | -23.3% |
| YTD | -29.7% | +31.0% | -60.6% | -34.0% |
| 1Y | -36.2% | +81.4% | -117.6% | -43.8% |
| 3Y | -16.4% | +618.4% | -634.8% | -49.3% |
| All | -23.5% | +683.3% | -706.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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