+95.7%
BAC vs PDD
+216.8%
-121.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.8% |
| 7D | -2.7% | +5.9% | -8.6% | -3.1% |
| 30D | -8.0% | +7.1% | -15.1% | -8.5% |
| 3M | -20.9% | -7.7% | -13.2% | -20.5% |
| 6M | -5.4% | -13.2% | +7.9% | -4.6% |
| YTD | -8.1% | -26.0% | +17.9% | -6.4% |
| 1Y | -3.1% | -38.4% | +35.3% | -0.1% |
| 3Y | +88.1% | -21.1% | +109.3% | +87.5% |
| 5Y | +19.7% | +0.3% | +19.4% | +12.3% |
| All | +95.7% | +216.8% | -121.1% | +54.3% |
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