-18.4%
PDD vs BBWI
-68.3%
+49.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.2% |
| 7D | -7.6% | -4.5% | -3.1% | -6.7% |
| 30D | -5.4% | +17.1% | -22.5% | -9.1% |
| 3M | -12.9% | +17.5% | -30.4% | -17.0% |
| 6M | -19.0% | +12.8% | -31.8% | -23.3% |
| YTD | -31.6% | +8.2% | -39.8% | -35.7% |
| 1Y | -43.0% | -1.8% | -41.2% | -45.6% |
| 3Y | -28.9% | -25.8% | -3.1% | -33.1% |
| 5Y | -18.4% | -68.0% | +49.6% | +9.6% |
| All | -18.4% | -68.3% | +49.9% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling