+82.9%
BKR vs PDD
+198.0%
-115.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +3.8% | -4.9% | +8.7% | +4.1% |
| 30D | -10.3% | -3.0% | -7.2% | -10.2% |
| 3M | -21.7% | -6.2% | -15.5% | -21.5% |
| 6M | -23.8% | -20.7% | -3.1% | -22.8% |
| YTD | +10.3% | -30.4% | +40.6% | +12.3% |
| 1Y | +5.7% | -41.3% | +47.0% | +8.7% |
| 3Y | +52.6% | -27.7% | +80.3% | +53.1% |
| 5Y | +127.1% | -16.9% | +144.0% | +124.7% |
| All | +82.9% | +198.0% | -115.1% | +54.1% |
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