+197.4%
PDD vs BB
-10.9%
+208.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.0% | +11.6% | -12.6% | -3.4% |
| 30D | -2.4% | +2.6% | -5.0% | -3.7% |
| 3M | -14.6% | +3.5% | -18.1% | -16.6% |
| 6M | -19.6% | +43.5% | -63.1% | -29.3% |
| YTD | -30.0% | +141.2% | -171.1% | -46.1% |
| 1Y | -42.5% | +97.4% | -139.9% | -53.8% |
| 3Y | -27.2% | +151.1% | -178.3% | -49.5% |
| 5Y | -8.2% | -12.8% | +4.6% | -19.4% |
| All | +197.4% | -10.9% | +208.3% | +170.7% |
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