+195.8%
PDD vs BG
+92.0%
+103.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | -4.9% | +2.6% | -7.5% | -5.4% |
| 30D | -3.0% | -6.7% | +3.6% | -1.8% |
| 3M | -6.2% | -9.3% | +3.1% | -4.8% |
| 6M | -20.7% | -18.3% | -2.4% | -18.1% |
| YTD | -30.4% | +16.2% | -46.5% | -33.8% |
| 1Y | -41.3% | +7.6% | -48.9% | -43.3% |
| 3Y | -27.7% | +6.6% | -34.3% | -31.4% |
| 5Y | -16.9% | +22.2% | -39.1% | -25.8% |
| All | +195.8% | +92.0% | +103.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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