-27.7%
PDD vs BHP
+53.3%
-81.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.4% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.0% | -4.5% | +1.5% | -1.2% |
| 3M | -6.2% | -6.9% | +0.7% | -3.7% |
| 6M | -20.7% | -10.6% | -10.2% | -17.6% |
| YTD | -30.4% | +37.2% | -67.5% | -44.9% |
| 1Y | -41.3% | +48.0% | -89.3% | -55.9% |
| 3Y | -27.7% | +52.6% | -80.3% | -44.6% |
| All | -27.7% | +53.3% | -81.0% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling