+207.9%
PDD vs BAH
+84.4%
+123.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -4.1% | -3.2% | -0.8% | -3.7% |
| 30D | -9.6% | +2.0% | -11.6% | -9.9% |
| 3M | -4.3% | -7.6% | +3.4% | -3.5% |
| 6M | -18.8% | -5.7% | -13.1% | -18.6% |
| YTD | -27.5% | -11.7% | -15.8% | -27.0% |
| 1Y | -33.6% | -27.4% | -6.3% | -31.2% |
| 3Y | -20.4% | -32.5% | +12.1% | -19.9% |
| 5Y | -19.6% | -3.3% | -16.3% | -26.5% |
| All | +207.9% | +84.4% | +123.5% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling