-38.6%
BA vs PDD
+210.2%
-248.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.2% | -4.1% | +5.2% | +1.7% |
| 30D | -11.6% | -9.6% | -2.0% | -10.6% |
| 3M | -2.4% | -4.3% | +1.9% | -2.0% |
| 6M | -6.6% | -18.8% | +12.1% | -4.6% |
| YTD | -2.2% | -27.5% | +25.3% | +1.2% |
| 1Y | -8.0% | -33.6% | +25.6% | -3.8% |
| 3Y | -5.0% | -20.4% | +15.4% | -5.6% |
| 5Y | -2.7% | -19.6% | +16.9% | -10.8% |
| All | -38.6% | +210.2% | -248.9% | -54.5% |
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