+211.0%
PDD vs BN
+198.0%
+13.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +5.6% | +5.3% | +0.3% | +2.9% |
| 30D | +5.8% | +11.9% | -6.1% | +0.1% |
| 3M | -8.6% | -5.7% | -2.9% | -6.4% |
| 6M | -18.8% | -10.6% | -8.2% | -15.2% |
| YTD | -26.8% | -9.4% | -17.4% | -24.5% |
| 1Y | -39.3% | -8.8% | -30.5% | -37.8% |
| 3Y | -22.5% | +95.6% | -118.1% | -48.4% |
| 5Y | -0.8% | +30.2% | -30.9% | -20.4% |
| All | +211.0% | +198.0% | +13.0% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling