-27.3%
PDD vs BAH
-26.3%
-1.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -1.0% | +0.5% | -1.4% | -1.0% |
| 30D | -2.4% | +18.2% | -20.6% | -2.6% |
| 3M | -14.6% | +13.1% | -27.7% | -14.8% |
| 6M | -19.6% | +15.2% | -34.8% | -19.9% |
| YTD | -30.0% | +6.0% | -36.0% | -30.1% |
| 1Y | -42.5% | +3.1% | -45.6% | -42.6% |
| All | -27.3% | -26.3% | -1.0% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling