-50.1%
BA vs PDD
+216.8%
-266.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -0.1% | +5.9% | -6.0% | -0.8% |
| 30D | -9.1% | +7.1% | -16.2% | -9.9% |
| 3M | -28.2% | -7.7% | -20.5% | -27.6% |
| 6M | -23.1% | -13.2% | -9.9% | -22.1% |
| YTD | -20.6% | -26.0% | +5.4% | -18.0% |
| 1Y | -12.7% | -38.4% | +25.7% | -8.0% |
| 3Y | -11.6% | -21.1% | +9.6% | -12.0% |
| 5Y | -23.1% | +0.3% | -23.5% | -31.1% |
| All | -50.1% | +216.8% | -266.9% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling