+207.9%
PDD vs BG
+124.2%
+83.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | +2.8% | -6.9% | -4.6% |
| 30D | -9.6% | +12.0% | -21.6% | -11.8% |
| 3M | -4.3% | -7.7% | +3.4% | -3.0% |
| 6M | -18.8% | +4.5% | -23.2% | -20.2% |
| YTD | -27.5% | +35.7% | -63.2% | -33.0% |
| 1Y | -33.6% | +50.1% | -83.7% | -40.4% |
| 3Y | -20.4% | +12.6% | -33.0% | -24.7% |
| 5Y | -19.6% | +75.4% | -95.0% | -33.9% |
| All | +207.9% | +124.2% | +83.7% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling