+194.4%
PDD vs BDX
+6.3%
+188.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -4.4% | -3.6% | -0.9% | -3.4% |
| 30D | -15.5% | +0.7% | -16.2% | -15.6% |
| 3M | -4.1% | +19.0% | -23.0% | -8.9% |
| 6M | -23.4% | +10.8% | -34.2% | -25.9% |
| YTD | -30.7% | +20.1% | -50.8% | -34.6% |
| 1Y | -37.6% | +23.1% | -60.7% | -41.7% |
| 3Y | -17.5% | -8.8% | -8.7% | -16.8% |
| 5Y | -24.6% | -1.4% | -23.2% | -26.9% |
| All | +194.4% | +6.3% | +188.1% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling