-38.6%
PDD vs BAH
+6.2%
-44.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.4% |
| 7D | +6.0% | +5.8% | +0.3% | +5.9% |
| 30D | +5.5% | +28.7% | -23.2% | +5.0% |
| 3M | -9.8% | +20.9% | -30.7% | -10.1% |
| 6M | -16.0% | +15.2% | -31.2% | -16.7% |
| YTD | -27.6% | +7.1% | -34.6% | -28.7% |
| 1Y | -38.6% | +6.4% | -45.0% | -39.9% |
| All | -38.6% | +6.2% | -44.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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