+201.5%
PDD vs BBWI
+10.3%
+191.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | -1.4% | -6.2% | +4.7% | -0.5% |
| 30D | -1.0% | +25.5% | -26.5% | -4.6% |
| 3M | -12.3% | +8.0% | -20.2% | -13.8% |
| 6M | -18.5% | +12.7% | -31.2% | -21.2% |
| YTD | -29.0% | +11.6% | -40.6% | -31.9% |
| 1Y | -40.7% | -0.9% | -39.8% | -42.4% |
| 3Y | -25.7% | -22.7% | -3.0% | -27.1% |
| 5Y | -3.3% | -67.2% | +63.9% | +3.3% |
| All | +201.5% | +10.3% | +191.2% | +155.2% |
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