-24.6%
PDD vs BDX
-2.5%
-22.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.4% | -4.1% | -0.3% | -3.4% |
| 30D | -15.5% | +0.1% | -15.6% | -15.5% |
| 3M | -4.1% | +18.3% | -22.3% | -8.0% |
| 6M | -23.4% | +10.1% | -33.5% | -25.3% |
| YTD | -30.7% | +19.4% | -50.1% | -33.7% |
| 1Y | -37.6% | +22.3% | -60.0% | -40.8% |
| 3Y | -17.5% | -9.4% | -8.2% | -16.0% |
| 5Y | -24.6% | -2.0% | -22.6% | -26.8% |
| All | -24.6% | -2.5% | -22.1% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling