-23.8%
PDD vs BND
-1.5%
-22.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | -13.1% | -0.4% | -12.7% | -12.9% |
| 3M | -3.5% | -0.2% | -3.2% | -3.3% |
| 6M | -21.8% | -1.2% | -20.6% | -21.1% |
| YTD | -29.7% | -0.3% | -29.4% | -29.5% |
| 1Y | -36.2% | +0.4% | -36.6% | -36.4% |
| 3Y | -16.4% | +13.4% | -29.7% | -25.6% |
| 5Y | -23.8% | -1.5% | -22.3% | -43.6% |
| All | -23.8% | -1.5% | -22.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling