-14.9%
PDD vs BAX
-31.1%
+16.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -4.1% | -1.1% | -2.9% | -3.9% |
| 30D | -9.6% | -5.5% | -4.1% | -9.0% |
| 3M | -4.3% | +33.5% | -37.8% | -7.5% |
| 6M | -18.8% | +35.9% | -54.6% | -22.0% |
| YTD | -27.5% | +35.4% | -62.9% | -30.3% |
| 1Y | -33.6% | +9.8% | -43.4% | -35.1% |
| All | -14.9% | -31.1% | +16.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling