+195.8%
PDD vs BDX
+28.9%
+166.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -4.9% | +2.9% | -7.8% | -5.7% |
| 30D | -3.0% | +15.4% | -18.5% | -7.0% |
| 3M | -6.2% | +20.5% | -26.7% | -11.2% |
| 6M | -20.7% | +53.2% | -73.9% | -30.2% |
| YTD | -30.4% | +45.7% | -76.0% | -37.9% |
| 1Y | -41.3% | +47.3% | -88.5% | -47.9% |
| 3Y | -27.7% | +25.1% | -52.8% | -33.9% |
| 5Y | -16.9% | +27.4% | -44.3% | -25.5% |
| All | +195.8% | +28.9% | +166.9% | +187.7% |
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