-25.7%
PDD vs BG
+5.5%
-31.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.1% |
| 7D | -1.4% | +7.4% | -8.8% | -1.8% |
| 30D | -1.0% | -1.5% | +0.5% | -1.0% |
| 3M | -12.3% | -6.1% | -6.2% | -12.2% |
| 6M | -18.5% | -18.0% | -0.5% | -17.6% |
| YTD | -29.0% | +15.6% | -44.7% | -31.5% |
| 1Y | -40.7% | +9.6% | -50.3% | -42.4% |
| 3Y | -25.7% | +6.3% | -32.0% | -27.2% |
| All | -25.7% | +5.5% | -31.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling