-19.3%
PDD vs AZO
+11.4%
-30.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.4% |
| 30D | -15.5% | -5.1% | -10.4% | -15.3% |
| 3M | -4.1% | -7.2% | +3.2% | -3.8% |
| 6M | -23.4% | -20.7% | -2.7% | -23.2% |
| YTD | -30.7% | -14.2% | -16.5% | -30.3% |
| 1Y | -37.6% | -32.2% | -5.5% | -37.3% |
| All | -19.3% | +11.4% | -30.7% | -15.9% |
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