+207.9%
PDD vs BB
-25.0%
+232.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -5.6% | +1.6% | -2.9% |
| 30D | -9.6% | -11.8% | +2.2% | -7.5% |
| 3M | -4.3% | -25.5% | +21.3% | 0.0% |
| 6M | -18.8% | +121.3% | -140.0% | -35.6% |
| YTD | -27.5% | +103.2% | -130.7% | -41.4% |
| 1Y | -33.6% | +102.6% | -136.3% | -46.9% |
| 3Y | -20.4% | +37.5% | -57.9% | -35.3% |
| 5Y | -19.6% | -30.4% | +10.9% | -25.3% |
| All | +207.9% | -25.0% | +232.9% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling