+46.1%
BMY vs PDD
+203.8%
-157.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +5.1% | -1.0% | +6.2% | +5.1% |
| 3M | -3.0% | -12.3% | +9.3% | -2.7% |
| 6M | +13.1% | -18.5% | +31.6% | +13.5% |
| YTD | +20.3% | -29.0% | +49.3% | +21.0% |
| 1Y | +39.0% | -40.7% | +79.7% | +40.3% |
| 3Y | +42.0% | -25.7% | +67.7% | +42.0% |
| 5Y | +28.5% | -3.3% | +31.8% | +27.5% |
| All | +46.1% | +203.8% | -157.7% | +25.1% |
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