-19.6%
BX vs PDD
-36.6%
+17.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -2.0% | -4.1% | +2.1% | -1.3% |
| 30D | -2.3% | -13.1% | +10.8% | +0.1% |
| 3M | +18.5% | -3.5% | +22.0% | +18.8% |
| 6M | +23.7% | -21.8% | +45.5% | +28.4% |
| YTD | -10.4% | -29.7% | +19.3% | -5.3% |
| 1Y | -19.6% | -36.2% | +16.7% | -12.6% |
| All | -19.6% | -36.6% | +17.0% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling