+191.5%
PDD vs BNS
+139.5%
+52.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -4.6% | -2.2% | -2.5% | -3.7% |
| 30D | -14.0% | +4.5% | -18.5% | -15.9% |
| 3M | -4.9% | +14.9% | -19.8% | -11.2% |
| 6M | -25.8% | +32.5% | -58.2% | -35.2% |
| YTD | -31.4% | +28.6% | -60.0% | -39.3% |
| 1Y | -37.6% | +48.4% | -85.9% | -48.4% |
| 3Y | -18.4% | +130.8% | -149.2% | -45.9% |
| 5Y | -25.0% | +94.8% | -119.8% | -45.0% |
| All | +191.5% | +139.5% | +52.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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