-36.2%
PDD vs BBWI
-33.4%
-2.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.9% |
| 7D | -4.1% | +1.6% | -5.7% | -4.1% |
| 30D | -13.1% | -6.2% | -6.9% | -13.0% |
| 3M | -3.5% | +4.3% | -7.8% | -3.7% |
| 6M | -21.8% | -7.2% | -14.6% | -21.3% |
| YTD | -29.7% | -3.0% | -26.6% | -30.0% |
| 1Y | -36.2% | -30.8% | -5.5% | -36.2% |
| All | -36.2% | -33.4% | -2.9% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling