+211.0%
PDD vs BHP
+209.2%
+1.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.0% |
| 7D | +5.6% | +0.9% | +4.7% | +5.1% |
| 30D | +5.8% | -6.3% | +12.0% | +9.3% |
| 3M | -8.6% | -7.1% | -1.5% | -5.5% |
| 6M | -18.8% | -3.2% | -15.6% | -19.4% |
| YTD | -26.8% | +37.9% | -64.7% | -41.5% |
| 1Y | -39.3% | +49.7% | -89.0% | -53.9% |
| 3Y | -22.5% | +51.7% | -74.2% | -42.3% |
| 5Y | -0.8% | +122.0% | -122.8% | -38.4% |
| All | +211.0% | +209.2% | +1.8% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling