+197.4%
PDD vs BAH
+121.5%
+75.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -1.0% | +0.5% | -1.4% | -1.0% |
| 30D | -2.4% | +18.2% | -20.6% | -4.6% |
| 3M | -14.6% | +13.1% | -27.7% | -16.2% |
| 6M | -19.6% | +15.2% | -34.8% | -21.5% |
| YTD | -30.0% | +6.0% | -36.0% | -31.3% |
| 1Y | -42.5% | +3.1% | -45.6% | -43.4% |
| 3Y | -27.2% | -26.2% | -1.0% | -26.9% |
| 5Y | -8.2% | +9.3% | -17.5% | -16.9% |
| All | +197.4% | +121.5% | +75.9% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling