+211.0%
PDD vs BAH
+116.2%
+94.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.5% |
| 7D | +5.6% | -3.5% | +9.2% | +6.1% |
| 30D | +5.8% | +24.3% | -18.5% | +2.7% |
| 3M | -8.6% | +16.3% | -24.9% | -10.6% |
| 6M | -18.8% | +13.6% | -32.4% | -20.6% |
| YTD | -26.8% | +3.5% | -30.3% | -27.9% |
| 1Y | -39.3% | +2.7% | -42.0% | -40.2% |
| 3Y | -22.5% | -26.6% | +4.1% | -22.3% |
| 5Y | -0.8% | +8.5% | -9.3% | -10.2% |
| All | +211.0% | +116.2% | +94.8% | +90.5% |
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