+370.2%
BX vs PDD
+198.2%
+172.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.8% | -3.8% | +1.0% | -2.4% |
| 30D | +7.3% | -2.4% | +9.7% | +7.6% |
| 3M | -16.3% | -12.7% | -3.6% | -14.9% |
| 6M | +2.5% | -20.0% | +22.5% | +5.2% |
| YTD | -17.6% | -30.3% | +12.7% | -14.0% |
| 1Y | -12.4% | -42.4% | +30.0% | -6.3% |
| 3Y | +36.2% | -27.5% | +63.7% | +36.3% |
| 5Y | +3.0% | -14.9% | +17.9% | -7.5% |
| All | +370.2% | +198.2% | +172.1% | +240.9% |
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