-38.6%
PDD vs BLK
+17.9%
-56.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -3.0% | +1.1% |
| 7D | +6.0% | +5.7% | +0.3% | +4.5% |
| 30D | +5.5% | +14.8% | -9.4% | +1.8% |
| 3M | -9.8% | +8.8% | -18.6% | -11.9% |
| 6M | -16.0% | +17.6% | -33.6% | -20.5% |
| YTD | -27.6% | +16.3% | -43.8% | -32.3% |
| 1Y | -38.6% | +18.0% | -56.6% | -43.2% |
| All | -38.6% | +17.9% | -56.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling