+214.4%
PDD vs BAH
+126.3%
+88.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +5.9% | +6.0% | -0.2% | +5.1% |
| 30D | +7.1% | +31.1% | -24.0% | +3.3% |
| 3M | -7.7% | +25.2% | -32.8% | -10.5% |
| 6M | -13.2% | +18.9% | -32.1% | -15.6% |
| YTD | -26.0% | +8.3% | -34.3% | -27.5% |
| 1Y | -38.4% | +6.2% | -44.6% | -39.6% |
| 3Y | -21.1% | -22.8% | +1.7% | -21.5% |
| 5Y | +0.3% | +13.6% | -13.2% | -9.7% |
| All | +214.4% | +126.3% | +88.2% | +91.5% |
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