-23.5%
PDD vs BG
+85.5%
-109.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.6% |
| 7D | -4.1% | +2.4% | -6.5% | -4.5% |
| 30D | -13.1% | +15.0% | -28.1% | -15.0% |
| 3M | -3.5% | -0.7% | -2.8% | -3.6% |
| 6M | -21.8% | +7.5% | -29.3% | -23.2% |
| YTD | -29.7% | +41.6% | -71.3% | -34.5% |
| 1Y | -36.2% | +50.7% | -86.9% | -41.6% |
| 3Y | -16.4% | +20.3% | -36.6% | -21.2% |
| All | -23.5% | +85.5% | -109.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling