+191.5%
PDD vs BLK
+154.5%
+37.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -4.6% | -5.2% | +0.5% | -1.8% |
| 30D | -14.0% | -7.0% | -6.9% | -10.7% |
| 3M | -4.9% | +5.7% | -10.5% | -8.3% |
| 6M | -25.8% | +11.0% | -36.8% | -30.7% |
| YTD | -31.4% | +0.9% | -32.2% | -32.9% |
| 1Y | -37.6% | -1.6% | -36.0% | -38.3% |
| 3Y | -18.4% | +64.5% | -82.8% | -42.2% |
| 5Y | -25.0% | +30.9% | -55.8% | -40.2% |
| All | +191.5% | +154.5% | +37.0% | +87.9% |
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