-27.7%
PDD vs AUR
+130.1%
-157.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.1% |
| 7D | -4.9% | -4.5% | -0.4% | -4.6% |
| 30D | -3.0% | -16.6% | +13.6% | -2.0% |
| 3M | -6.2% | -38.5% | +32.3% | -3.3% |
| 6M | -20.7% | -49.9% | +29.2% | -17.3% |
| YTD | -30.4% | +9.6% | -40.0% | -31.3% |
| 1Y | -41.3% | +1.2% | -42.5% | -41.9% |
| 3Y | -27.7% | +128.8% | -156.5% | -23.3% |
| All | -27.7% | +130.1% | -157.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling