-37.6%
PDD vs BG
+49.9%
-87.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -4.4% | +0.5% | -4.9% | -4.3% |
| 30D | -15.5% | +10.3% | -25.8% | -15.0% |
| 3M | -4.1% | -1.9% | -2.2% | -3.8% |
| 6M | -23.4% | +5.2% | -28.7% | -23.3% |
| YTD | -30.7% | +41.2% | -71.8% | -30.6% |
| 1Y | -37.6% | +50.5% | -88.2% | -37.8% |
| All | -37.6% | +49.9% | -87.5% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling