-8.2%
PDD vs BIL
+19.8%
-28.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | +0.1% | -1.0% | -1.5% |
| 30D | -2.4% | 0.0% | -2.4% | -3.7% |
| 3M | -14.6% | +0.6% | -15.2% | -23.1% |
| 6M | -19.6% | +1.5% | -21.1% | -36.5% |
| YTD | -30.0% | +2.8% | -32.8% | -54.6% |
| 1Y | -42.5% | +3.3% | -45.8% | -65.7% |
| 3Y | -27.2% | +13.4% | -40.6% | -93.6% |
| 5Y | -8.2% | +19.8% | -28.1% | -98.8% |
| All | -8.2% | +19.8% | -28.0% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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