+190.4%
PDD vs BLDR
+257.6%
-67.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.0% |
| 7D | -7.6% | -8.2% | +0.6% | -5.9% |
| 30D | -5.4% | +16.3% | -21.7% | -9.2% |
| 3M | -12.9% | -17.0% | +4.0% | -9.8% |
| 6M | -19.0% | -17.4% | -1.6% | -17.4% |
| YTD | -31.6% | -41.6% | +9.9% | -24.8% |
| 1Y | -43.0% | -43.5% | +0.5% | -36.9% |
| 3Y | -28.9% | -51.6% | +22.7% | -22.6% |
| 5Y | -18.4% | -11.6% | -6.8% | -27.0% |
| All | +190.4% | +257.6% | -67.3% | +52.0% |
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