+135.1%
BAC vs PDD
-17.2%
+152.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.4% |
| 30D | -0.4% | -9.6% | +9.2% | +0.4% |
| 3M | +16.9% | -4.3% | +21.2% | +17.2% |
| 6M | +26.6% | -18.8% | +45.4% | +28.4% |
| YTD | +15.8% | -27.5% | +43.3% | +18.3% |
| 1Y | +27.2% | -33.6% | +60.8% | +30.6% |
| All | +135.1% | -17.2% | +152.3% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling