+0.3%
PDD vs AXON
+105.6%
-105.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.8% | +12.0% | +4.2% |
| 7D | +5.9% | -12.7% | +18.6% | +8.7% |
| 30D | +7.1% | -8.6% | +15.7% | +8.8% |
| 3M | -7.7% | -37.2% | +29.5% | +0.5% |
| 6M | -13.2% | +0.5% | -13.7% | -15.9% |
| YTD | -26.0% | -32.6% | +6.7% | -22.4% |
| 1Y | -38.4% | -40.2% | +1.8% | -33.7% |
| 3Y | -21.1% | +76.1% | -97.2% | -51.5% |
| 5Y | +0.3% | +109.5% | -109.1% | -47.4% |
| All | +0.3% | +105.6% | -105.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling