-27.2%
PDD vs BNS
+148.3%
-175.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -2.4% | +4.7% | -7.1% | -3.7% |
| 3M | -14.6% | +5.5% | -20.2% | -16.2% |
| 6M | -19.6% | +21.7% | -41.3% | -25.1% |
| YTD | -30.0% | +29.5% | -59.4% | -36.2% |
| 1Y | -42.5% | +41.9% | -84.4% | -49.0% |
| 3Y | -27.2% | +148.5% | -175.7% | -32.8% |
| All | -27.2% | +148.3% | -175.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling