-24.6%
PDD vs AUR
-34.3%
+9.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -4.4% | +11.1% | -15.5% | -6.2% |
| 30D | -15.5% | -6.9% | -8.6% | -14.8% |
| 3M | -4.1% | +5.5% | -9.6% | -5.7% |
| 6M | -23.4% | +41.0% | -64.4% | -28.9% |
| YTD | -30.7% | +69.3% | -99.9% | -37.9% |
| 1Y | -37.6% | +14.0% | -51.7% | -40.8% |
| 3Y | -17.5% | +90.1% | -107.6% | -41.6% |
| 5Y | -24.6% | -34.4% | +9.8% | -41.7% |
| All | -24.6% | -34.3% | +9.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling