-5.6%
PDD vs BAM
+84.8%
-90.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -3.8% | -2.9% | -1.0% | -2.9% |
| 30D | -2.4% | +14.7% | -17.0% | -7.2% |
| 3M | -12.7% | -4.1% | -8.6% | -11.8% |
| 6M | -20.0% | +9.6% | -29.6% | -23.4% |
| YTD | -30.3% | +3.4% | -33.7% | -32.1% |
| 1Y | -42.4% | +1.0% | -43.4% | -43.4% |
| 3Y | -27.5% | +88.2% | -115.8% | -49.0% |
| All | -5.6% | +84.8% | -90.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling