+146.5%
BAC vs PDD
+210.2%
-63.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +16.9% | -4.3% | +21.2% | +17.1% |
| 6M | +26.6% | -18.8% | +45.4% | +28.2% |
| YTD | +15.8% | -27.5% | +43.3% | +18.2% |
| 1Y | +27.2% | -33.6% | +60.8% | +30.5% |
| 3Y | +132.4% | -20.4% | +152.8% | +131.4% |
| 5Y | +72.6% | -19.6% | +92.2% | +63.7% |
| All | +146.5% | +210.2% | -63.8% | +94.8% |
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