+45.7%
BMY vs PDD
-28.8%
+74.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | +2.1% | -4.9% | +7.0% | +2.3% |
| 30D | +7.0% | -3.0% | +10.0% | +7.1% |
| 3M | -0.9% | -6.2% | +5.3% | -0.7% |
| 6M | +14.9% | -20.7% | +35.6% | +15.8% |
| YTD | +22.8% | -30.4% | +53.2% | +24.0% |
| 1Y | +36.2% | -41.3% | +77.5% | +38.1% |
| 3Y | +45.7% | -27.7% | +73.4% | +46.8% |
| All | +45.7% | -28.8% | +74.5% | +46.8% |
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