+201.5%
PDD vs BLDR
+292.4%
-90.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -4.3% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -1.0% | +24.8% | -25.9% | -6.6% |
| 3M | -12.3% | -11.7% | -0.6% | -10.5% |
| 6M | -18.5% | -14.8% | -3.7% | -17.4% |
| YTD | -29.0% | -35.9% | +6.9% | -23.5% |
| 1Y | -40.7% | -39.7% | -1.0% | -35.3% |
| 3Y | -25.7% | -45.6% | +19.9% | -21.3% |
| 5Y | -3.3% | -2.5% | -0.8% | -15.4% |
| All | +201.5% | +292.4% | -90.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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