-50.2%
BA vs PDD
+203.8%
-253.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | -9.5% | -1.0% | -8.4% | -9.4% |
| 3M | -26.5% | -12.3% | -14.2% | -25.4% |
| 6M | -27.4% | -18.5% | -8.9% | -25.8% |
| YTD | -20.6% | -29.0% | +8.4% | -17.7% |
| 1Y | -11.4% | -40.7% | +29.3% | -6.2% |
| 3Y | -10.8% | -25.7% | +14.9% | -10.6% |
| 5Y | -21.9% | -3.3% | -18.6% | -29.7% |
| All | -50.2% | +203.8% | -253.9% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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