+194.4%
PDD vs BHP
+257.0%
-62.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -4.4% | +0.9% | -5.3% | -4.9% |
| 30D | -15.5% | +4.0% | -19.5% | -17.4% |
| 3M | -4.1% | +11.3% | -15.3% | -10.6% |
| 6M | -23.4% | +29.3% | -52.7% | -35.1% |
| YTD | -30.7% | +59.2% | -89.9% | -48.6% |
| 1Y | -37.6% | +80.8% | -118.5% | -57.3% |
| 3Y | -17.5% | +88.0% | -105.5% | -45.3% |
| 5Y | -24.6% | +126.6% | -151.3% | -54.1% |
| All | +194.4% | +257.0% | -62.6% | +33.2% |
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