-35.1%
PDD vs AUR
-57.9%
+22.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | -4.9% | -4.5% | -0.4% | -4.3% |
| 30D | -3.0% | -16.6% | +13.6% | -0.8% |
| 3M | -6.2% | -38.5% | +32.3% | +0.3% |
| 6M | -20.7% | -49.9% | +29.2% | -12.9% |
| YTD | -30.4% | +9.6% | -40.0% | -33.7% |
| 1Y | -41.3% | +1.2% | -42.5% | -43.5% |
| 3Y | -27.7% | +128.8% | -156.5% | -53.1% |
| 5Y | -16.9% | -57.9% | +41.0% | -31.3% |
| All | -35.1% | -57.9% | +22.8% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling