+822.8%
BE vs PDD
+203.8%
+619.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.0% | +15.0% | +12.6% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -30.9% | -1.0% | -29.8% | -31.0% |
| 3M | -11.6% | -12.3% | +0.7% | -9.6% |
| 6M | -25.7% | -18.5% | -7.2% | -23.3% |
| YTD | +123.1% | -29.0% | +152.1% | +138.1% |
| 1Y | +43.4% | -40.7% | +84.1% | +59.9% |
| 3Y | +1,683.6% | -25.7% | +1,709.3% | +1,705.8% |
| 5Y | +465.4% | -3.3% | +468.7% | +377.5% |
| All | +822.8% | +203.8% | +619.0% | +638.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling