-16.4%
PDD vs BN
+79.0%
-95.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.1% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | -13.1% | -10.9% | -2.2% | -9.8% |
| 3M | -3.5% | -11.1% | +7.6% | +0.2% |
| 6M | -21.8% | -4.4% | -17.4% | -21.3% |
| YTD | -29.7% | -14.1% | -15.5% | -26.7% |
| 1Y | -36.2% | -11.1% | -25.2% | -34.6% |
| 3Y | -16.4% | +75.6% | -91.9% | -32.8% |
| All | -16.4% | +79.0% | -95.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling