+207.9%
PDD vs BLK
+167.5%
+40.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -4.1% | -3.6% | -0.4% | -2.1% |
| 30D | -9.6% | -1.0% | -8.6% | -9.3% |
| 3M | -4.3% | +10.4% | -14.6% | -10.0% |
| 6M | -18.8% | +8.2% | -26.9% | -23.2% |
| YTD | -27.5% | +6.0% | -33.5% | -31.0% |
| 1Y | -33.6% | +3.3% | -37.0% | -36.2% |
| 3Y | -20.4% | +70.3% | -90.7% | -44.7% |
| 5Y | -19.6% | +34.5% | -54.1% | -37.0% |
| All | +207.9% | +167.5% | +40.4% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling