-3.4%
BAC vs PDD
-41.6%
+38.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.7% |
| 7D | +2.0% | -1.4% | +3.4% | +2.1% |
| 30D | -6.9% | -1.0% | -5.9% | -6.9% |
| 3M | -19.6% | -12.3% | -7.3% | -17.7% |
| 6M | -0.5% | -18.5% | +18.0% | +3.9% |
| YTD | -6.6% | -29.0% | +22.4% | +1.2% |
| All | -3.4% | -41.6% | +38.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling