-13.6%
PDD vs BAX
-64.2%
+50.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.0% | +4.1% | -7.1% | -3.9% |
| 3M | -6.2% | -4.5% | -1.6% | -5.7% |
| 6M | -20.7% | +49.2% | -70.0% | -26.1% |
| YTD | -30.4% | +35.2% | -65.6% | -34.4% |
| 1Y | -41.3% | +38.3% | -79.6% | -44.9% |
| 3Y | -27.7% | -19.0% | -8.7% | -28.5% |
| All | -13.6% | -64.2% | +50.7% | -3.2% |
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