+35.6%
BMY vs PDD
-23.2%
+58.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -0.5% | +5.6% | -6.2% | -0.7% |
| 30D | +4.1% | +5.8% | -1.7% | +3.9% |
| 3M | -2.1% | -8.6% | +6.5% | -1.9% |
| 6M | +12.2% | -18.8% | +31.0% | +12.9% |
| YTD | +20.3% | -26.8% | +47.1% | +21.3% |
| 1Y | +39.2% | -39.3% | +78.5% | +40.9% |
| 3Y | +35.6% | -22.5% | +58.1% | +35.1% |
| All | +35.6% | -23.2% | +58.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling