-36.0%
PDD vs AUR
-35.7%
-0.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | -12.6% | -6.4% | -6.2% | -12.0% |
| 3M | -4.3% | +7.7% | -12.0% | -6.3% |
| 6M | -24.4% | +44.5% | -68.9% | -30.1% |
| YTD | -31.4% | +67.4% | -98.8% | -38.4% |
| 1Y | -38.1% | +15.4% | -53.5% | -41.4% |
| 3Y | -20.1% | +94.8% | -115.0% | -43.8% |
| 5Y | -25.0% | -35.1% | +10.1% | -41.0% |
| All | -36.0% | -35.7% | -0.3% | -50.1% |
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