-14.5%
PDD vs BAH
+9.4%
-23.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -14.6% | +13.1% | -27.7% | -15.5% |
| 6M | -19.6% | +15.2% | -34.8% | -20.7% |
| YTD | -30.0% | +6.0% | -36.0% | -30.7% |
| 1Y | -42.5% | +3.1% | -45.6% | -43.0% |
| 3Y | -27.2% | -26.2% | -1.0% | -27.9% |
| All | -14.5% | +9.4% | -23.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling