+55.5%
BMY vs PDD
+210.2%
-154.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.4% | -4.1% | +4.4% | +0.4% |
| 30D | +5.0% | -9.6% | +14.6% | +5.2% |
| 3M | +19.4% | -4.3% | +23.7% | +19.5% |
| 6M | +9.5% | -18.8% | +28.3% | +9.9% |
| YTD | +28.1% | -27.5% | +55.6% | +28.8% |
| 1Y | +50.0% | -33.6% | +83.6% | +51.0% |
| 3Y | +24.1% | -20.4% | +44.5% | +23.9% |
| 5Y | +25.0% | -19.6% | +44.6% | +24.9% |
| All | +55.5% | +210.2% | -154.7% | +33.1% |
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 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