+201.5%
PDD vs BAX
-57.4%
+258.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -3.5% |
| 7D | -1.4% | +9.0% | -10.5% | -3.3% |
| 30D | -1.0% | +8.5% | -9.5% | -3.0% |
| 3M | -12.3% | -4.1% | -8.2% | -11.8% |
| 6M | -18.5% | +46.9% | -65.4% | -25.4% |
| YTD | -29.0% | +38.4% | -67.4% | -34.6% |
| 1Y | -40.7% | +47.0% | -87.7% | -46.2% |
| 3Y | -25.7% | -14.9% | -10.7% | -26.9% |
| 5Y | -3.3% | -62.5% | +59.2% | +19.1% |
| All | +201.5% | -57.4% | +258.9% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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