-32.4%
PDD vs AUR
-36.6%
+4.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +8.7% | -12.8% | -5.5% |
| 30D | -9.6% | -5.2% | -4.4% | -9.1% |
| 3M | -4.3% | -7.3% | +3.0% | -3.9% |
| 6M | -18.8% | +41.2% | -60.0% | -24.6% |
| YTD | -27.5% | +65.1% | -92.6% | -34.8% |
| 1Y | -33.6% | +13.4% | -47.0% | -36.9% |
| 3Y | -20.4% | +98.1% | -118.5% | -44.5% |
| 5Y | -19.6% | -36.0% | +16.4% | -36.6% |
| All | -32.4% | -36.6% | +4.2% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling