-27.7%
PDD vs AZO
+20.6%
-48.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.0% | +12.0% | -15.0% | -3.7% |
| 3M | -6.2% | +7.2% | -13.4% | -6.7% |
| 6M | -20.7% | -3.2% | -17.5% | -21.1% |
| YTD | -30.4% | -3.9% | -26.5% | -30.5% |
| 1Y | -41.3% | -14.7% | -26.6% | -41.5% |
| 3Y | -27.7% | +20.4% | -48.1% | -22.7% |
| All | -27.7% | +20.6% | -48.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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