-23.7%
PDD vs BIL
+19.4%
-43.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.2% |
| 7D | -4.1% | +0.1% | -4.1% | -5.4% |
| 30D | -9.6% | +0.3% | -9.9% | -14.1% |
| 3M | -4.3% | +0.9% | -5.2% | -17.3% |
| 6M | -18.8% | +1.8% | -20.6% | -39.4% |
| YTD | -27.5% | +2.4% | -29.9% | -51.2% |
| 1Y | -33.6% | +3.7% | -37.4% | -64.1% |
| 3Y | -20.4% | +14.2% | -34.6% | -95.2% |
| All | -23.7% | +19.4% | -43.1% | -99.2% |
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