-27.7%
PDD vs BB
+147.9%
-175.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | -4.9% | +1.8% | -6.7% | -5.0% |
| 30D | -3.0% | +8.1% | -11.2% | -3.7% |
| 3M | -6.2% | -1.0% | -5.2% | -6.5% |
| 6M | -20.7% | +45.9% | -66.6% | -24.1% |
| YTD | -30.4% | +134.8% | -165.2% | -36.6% |
| 1Y | -41.3% | +104.6% | -145.9% | -45.9% |
| 3Y | -27.7% | +152.8% | -180.5% | -34.3% |
| All | -27.7% | +147.9% | -175.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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