+197.4%
PDD vs BBY
+89.6%
+107.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -1.0% | +10.9% | -11.9% | -4.3% |
| 30D | -2.4% | +19.6% | -22.0% | -8.1% |
| 3M | -14.6% | +27.6% | -42.2% | -21.6% |
| 6M | -19.6% | +79.4% | -99.1% | -34.9% |
| YTD | -30.0% | +61.7% | -91.7% | -41.6% |
| 1Y | -42.5% | +40.3% | -82.8% | -49.8% |
| 3Y | -27.2% | +87.9% | -115.1% | -45.9% |
| 5Y | -8.2% | +0.2% | -8.4% | -16.7% |
| All | +197.4% | +89.6% | +107.8% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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