+35.4%
BX vs PDD
-28.8%
+64.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +0.6% | -4.9% | +5.5% | +1.1% |
| 30D | +14.2% | -3.0% | +17.3% | +14.6% |
| 3M | -18.7% | -6.2% | -12.6% | -18.3% |
| 6M | +2.5% | -20.7% | +23.2% | +4.4% |
| YTD | -18.8% | -30.4% | +11.5% | -16.5% |
| 1Y | -10.3% | -41.3% | +31.0% | -6.6% |
| 3Y | +35.4% | -27.7% | +63.1% | +34.1% |
| All | +35.4% | -28.8% | +64.2% | +34.1% |
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