+201.5%
PDD vs BAH
+119.6%
+81.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | -1.0% | +17.3% | -18.3% | -3.2% |
| 3M | -12.3% | +14.9% | -27.1% | -14.0% |
| 6M | -18.5% | +14.2% | -32.8% | -20.4% |
| YTD | -29.0% | +5.1% | -34.1% | -30.2% |
| 1Y | -40.7% | +2.1% | -42.8% | -41.5% |
| 3Y | -25.7% | -26.0% | +0.3% | -25.5% |
| 5Y | -3.3% | +9.0% | -12.3% | -12.4% |
| All | +201.5% | +119.6% | +81.9% | +84.3% |
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