+211.0%
PDD vs AXON
+333.4%
-122.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.2% | +17.1% | +3.2% |
| 7D | +5.6% | -26.8% | +32.5% | +12.9% |
| 30D | +5.8% | -22.9% | +28.7% | +11.6% |
| 3M | -8.6% | -40.1% | +31.5% | +1.6% |
| 6M | -18.8% | -18.9% | 0.0% | -17.9% |
| YTD | -26.8% | -44.9% | +18.1% | -19.6% |
| 1Y | -39.3% | -46.7% | +7.4% | -32.8% |
| 3Y | -22.5% | +44.3% | -66.8% | -44.2% |
| 5Y | -0.8% | +71.4% | -72.1% | -36.8% |
| All | +211.0% | +333.4% | -122.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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