+190.4%
PDD vs BDX
+27.5%
+162.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -7.6% | +1.0% | -8.7% | -7.9% |
| 30D | -5.4% | +15.1% | -20.5% | -9.2% |
| 3M | -12.9% | +18.2% | -31.1% | -17.1% |
| 6M | -19.0% | +48.1% | -67.1% | -28.0% |
| YTD | -31.6% | +44.1% | -75.8% | -38.9% |
| 1Y | -43.0% | +46.4% | -89.4% | -49.3% |
| 3Y | -28.9% | +24.4% | -53.3% | -34.9% |
| 5Y | -18.4% | +26.1% | -44.5% | -26.6% |
| All | +190.4% | +27.5% | +162.9% | +183.3% |
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