-23.7%
PDD vs BBWI
-66.0%
+42.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | 0.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | -9.6% | -5.2% | -4.4% | -8.8% |
| 3M | -4.3% | +11.1% | -15.4% | -7.9% |
| 6M | -18.8% | -13.4% | -5.4% | -17.8% |
| YTD | -27.5% | +0.1% | -27.6% | -30.2% |
| 1Y | -33.6% | -36.1% | +2.5% | -28.1% |
| 3Y | -20.4% | -44.1% | +23.7% | -16.7% |
| All | -23.7% | -66.0% | +42.3% | -1.4% |
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