+195.8%
PDD vs BLK
+193.0%
+2.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | -4.9% | +3.7% | -8.6% | -6.8% |
| 30D | -3.0% | +13.9% | -16.9% | -10.0% |
| 3M | -6.2% | +3.9% | -10.1% | -8.7% |
| 6M | -20.7% | +13.0% | -33.7% | -26.9% |
| YTD | -30.4% | +16.1% | -46.5% | -37.3% |
| 1Y | -41.3% | +16.8% | -58.0% | -47.3% |
| 3Y | -27.7% | +97.7% | -125.4% | -54.0% |
| 5Y | -16.9% | +42.1% | -59.0% | -37.1% |
| All | +195.8% | +193.0% | +2.8% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling