+195.9%
PDD vs BNS
+142.9%
+53.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -3.8% | -3.2% | -0.6% | -2.6% |
| 30D | -2.4% | +5.1% | -7.5% | -4.7% |
| 3M | -12.7% | +6.0% | -18.7% | -15.4% |
| 6M | -20.0% | +23.4% | -43.4% | -28.1% |
| YTD | -30.3% | +30.4% | -60.8% | -39.0% |
| 1Y | -42.4% | +44.0% | -86.3% | -51.8% |
| 3Y | -27.5% | +150.3% | -177.9% | -53.9% |
| 5Y | -14.9% | +83.0% | -98.0% | -36.8% |
| All | +195.9% | +142.9% | +53.0% | +130.7% |
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