-23.7%
PDD vs BHP
+115.8%
-139.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -4.1% | -2.9% | -1.2% | -2.2% |
| 30D | -9.6% | +3.4% | -13.0% | -11.6% |
| 3M | -4.3% | +4.1% | -8.3% | -8.2% |
| 6M | -18.8% | +20.6% | -39.3% | -30.4% |
| YTD | -27.5% | +56.1% | -83.6% | -49.2% |
| 1Y | -33.6% | +69.6% | -103.2% | -56.6% |
| 3Y | -20.4% | +78.8% | -99.2% | -51.1% |
| All | -23.7% | +115.8% | -139.5% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling