+207.9%
PDD vs BBWI
-1.1%
+209.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -4.1% | +1.5% | -5.6% | -4.3% |
| 30D | -9.6% | -5.2% | -4.4% | -9.1% |
| 3M | -4.3% | +11.1% | -15.4% | -6.5% |
| 6M | -18.8% | -13.4% | -5.4% | -18.2% |
| YTD | -27.5% | +0.1% | -27.6% | -29.1% |
| 1Y | -33.6% | -36.1% | +2.5% | -30.6% |
| 3Y | -20.4% | -44.1% | +23.7% | -17.6% |
| 5Y | -19.6% | -66.2% | +46.7% | -13.3% |
| All | +207.9% | -1.1% | +209.0% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling