+1,103.6%
BE vs PDD
+210.2%
+893.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +7.2% |
| 7D | +20.0% | -4.1% | +24.0% | +21.1% |
| 30D | +7.9% | -9.6% | +17.5% | +10.3% |
| 3M | -13.2% | -4.3% | -8.9% | -13.0% |
| 6M | +53.5% | -18.8% | +72.2% | +59.5% |
| YTD | +191.0% | -27.5% | +218.5% | +211.0% |
| 1Y | +360.5% | -33.6% | +394.1% | +404.4% |
| 3Y | +1,568.0% | -20.4% | +1,588.4% | +1,568.4% |
| 5Y | +1,055.2% | -19.6% | +1,074.8% | +914.5% |
| All | +1,103.6% | +210.2% | +893.3% | +864.3% |
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