+195.8%
PDD vs BAH
+119.9%
+75.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | -3.0% | +20.8% | -23.8% | -5.5% |
| 3M | -6.2% | +11.6% | -17.7% | -7.7% |
| 6M | -20.7% | +23.1% | -43.8% | -23.3% |
| YTD | -30.4% | +5.3% | -35.6% | -31.6% |
| 1Y | -41.3% | +6.1% | -47.4% | -42.5% |
| 3Y | -27.7% | -27.5% | -0.2% | -27.2% |
| 5Y | -16.9% | +6.2% | -23.1% | -24.2% |
| All | +195.8% | +119.9% | +75.9% | +80.8% |
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