-23.7%
PDD vs BAX
-65.4%
+41.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -4.1% | -1.1% | -2.9% | -3.9% |
| 30D | -9.6% | -5.5% | -4.1% | -8.8% |
| 3M | -4.3% | +33.5% | -37.8% | -8.9% |
| 6M | -18.8% | +35.9% | -54.6% | -23.2% |
| YTD | -27.5% | +35.4% | -62.9% | -31.6% |
| 1Y | -33.6% | +9.8% | -43.4% | -35.4% |
| 3Y | -20.4% | -32.7% | +12.3% | -17.5% |
| All | -23.7% | -65.4% | +41.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling