-41.3%
PDD vs BLK
+14.6%
-55.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | -4.9% | +3.7% | -8.6% | -5.7% |
| 30D | -3.0% | +13.9% | -16.9% | -6.2% |
| 3M | -6.2% | +3.9% | -10.1% | -7.1% |
| 6M | -20.7% | +13.0% | -33.7% | -23.9% |
| YTD | -30.4% | +16.1% | -46.5% | -35.0% |
| 1Y | -41.3% | +16.8% | -58.0% | -45.3% |
| All | -41.3% | +14.6% | -55.8% | -45.3% |
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