+198.7%
PDD vs BN
+182.2%
+16.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -1.8% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | -13.1% | -10.9% | -2.2% | -8.3% |
| 3M | -3.5% | -11.1% | +7.6% | +1.7% |
| 6M | -21.8% | -4.4% | -17.4% | -21.0% |
| YTD | -29.7% | -14.1% | -15.5% | -25.4% |
| 1Y | -36.2% | -11.1% | -25.2% | -33.9% |
| 3Y | -16.4% | +75.6% | -91.9% | -41.3% |
| 5Y | -23.8% | +35.8% | -59.6% | -38.9% |
| All | +198.7% | +182.2% | +16.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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