-16.4%
PDD vs BNS
+130.3%
-146.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.6% |
| 30D | -13.1% | +4.5% | -17.6% | -14.2% |
| 3M | -3.5% | +15.8% | -19.3% | -7.8% |
| 6M | -21.8% | +31.5% | -53.3% | -28.3% |
| YTD | -29.7% | +28.6% | -58.3% | -35.1% |
| 1Y | -36.2% | +48.2% | -84.4% | -43.2% |
| 3Y | -16.4% | +130.8% | -147.1% | -27.0% |
| All | -16.4% | +130.3% | -146.7% | -27.0% |
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