+195.9%
PDD vs BBWI
+10.1%
+185.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -3.8% | -7.7% | +3.9% | -2.7% |
| 30D | -2.4% | +24.8% | -27.1% | -5.8% |
| 3M | -12.7% | +16.2% | -28.9% | -15.2% |
| 6M | -20.0% | +15.8% | -35.8% | -23.0% |
| YTD | -30.3% | +11.4% | -41.8% | -33.2% |
| 1Y | -42.4% | +3.2% | -45.6% | -44.4% |
| 3Y | -27.5% | -23.5% | -4.0% | -28.8% |
| 5Y | -14.9% | -67.4% | +52.5% | -9.0% |
| All | +195.9% | +10.1% | +185.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling