-38.6%
PDD vs AUR
-17.4%
-21.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +3.0% |
| 7D | +6.0% | -19.8% | +25.9% | +8.7% |
| 30D | +5.5% | -29.0% | +34.5% | +9.8% |
| 3M | -9.8% | -43.6% | +33.8% | -3.2% |
| 6M | -16.0% | -36.6% | +20.7% | -12.1% |
| YTD | -27.6% | +6.3% | -33.8% | -30.1% |
| 1Y | -38.6% | -9.0% | -29.6% | -40.7% |
| All | -38.6% | -17.4% | -21.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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