+190.4%
PDD vs BIIB
-26.4%
+216.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -7.6% | +2.7% | -10.3% | -8.2% |
| 30D | -5.4% | +9.4% | -14.8% | -7.2% |
| 3M | -12.9% | +19.9% | -32.8% | -16.2% |
| 6M | -19.0% | +25.6% | -44.7% | -23.2% |
| YTD | -31.6% | +42.3% | -74.0% | -37.0% |
| 1Y | -43.0% | +55.1% | -98.1% | -48.5% |
| 3Y | -28.9% | +11.4% | -40.3% | -32.5% |
| 5Y | -18.4% | -7.4% | -11.0% | -21.6% |
| All | +190.4% | -26.4% | +216.8% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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