-23.1%
BA vs PDD
-3.5%
-19.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -0.1% | +5.9% | -6.0% | -0.9% |
| 30D | -9.1% | +7.1% | -16.2% | -10.0% |
| 3M | -28.2% | -7.7% | -20.5% | -27.5% |
| 6M | -23.1% | -13.2% | -9.9% | -22.0% |
| YTD | -20.6% | -26.0% | +5.4% | -17.7% |
| 1Y | -12.7% | -38.4% | +25.7% | -7.4% |
| 3Y | -11.6% | -21.1% | +9.6% | -12.2% |
| 5Y | -23.1% | +0.3% | -23.5% | -29.8% |
| All | -23.1% | -3.5% | -19.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling