+207.9%
PDD vs BIL
+23.3%
+184.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.5% |
| 7D | -4.1% | +0.1% | -4.1% | -4.5% |
| 30D | -9.6% | +0.3% | -9.9% | -11.3% |
| 3M | -4.3% | +0.9% | -5.2% | -9.2% |
| 6M | -18.8% | +1.8% | -20.6% | -27.0% |
| YTD | -27.5% | +2.4% | -29.9% | -37.4% |
| 1Y | -33.6% | +3.7% | -37.4% | -47.5% |
| 3Y | -20.4% | +14.2% | -34.6% | -74.0% |
| 5Y | -19.6% | +19.4% | -39.0% | -82.7% |
| All | +207.9% | +23.3% | +184.6% | +70.8% |
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 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