+214.4%
PDD vs BIL
+23.2%
+191.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +5.9% | -0.3% | +6.2% | +6.6% |
| 30D | +7.1% | 0.0% | +7.1% | +6.3% |
| 3M | -7.7% | +0.3% | -8.0% | -10.0% |
| 6M | -13.2% | +1.2% | -14.4% | -19.5% |
| YTD | -26.0% | +2.4% | -28.4% | -36.5% |
| 1Y | -38.4% | +3.0% | -41.5% | -49.2% |
| 3Y | -21.1% | +13.1% | -34.2% | -71.7% |
| 5Y | +0.3% | +19.4% | -19.1% | -78.4% |
| All | +214.4% | +23.2% | +191.2% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling