+195.8%
PDD vs BNS
+140.9%
+54.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +0.9% | -5.8% | -5.3% |
| 30D | -3.0% | +2.8% | -5.8% | -4.4% |
| 3M | -6.2% | +3.0% | -9.2% | -7.9% |
| 6M | -20.7% | +23.3% | -44.0% | -28.7% |
| YTD | -30.4% | +29.3% | -59.7% | -38.8% |
| 1Y | -41.3% | +41.7% | -83.0% | -50.6% |
| 3Y | -27.7% | +147.7% | -175.4% | -53.8% |
| 5Y | -16.9% | +79.4% | -96.3% | -37.8% |
| All | +195.8% | +140.9% | +54.9% | +131.4% |
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