+201.5%
PDD vs BHP
+220.7%
-19.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -5.1% |
| 7D | -1.4% | +3.5% | -4.9% | -3.4% |
| 30D | -1.0% | -4.5% | +3.4% | +1.1% |
| 3M | -12.3% | -6.4% | -5.9% | -9.7% |
| 6M | -18.5% | -0.1% | -18.4% | -20.4% |
| YTD | -29.0% | +43.0% | -72.0% | -44.5% |
| 1Y | -40.7% | +56.5% | -97.2% | -56.1% |
| 3Y | -25.7% | +62.0% | -87.7% | -46.7% |
| 5Y | -3.3% | +130.4% | -133.7% | -41.2% |
| All | +201.5% | +220.7% | -19.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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