-24.6%
PDD vs BNS
+93.4%
-118.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.6% |
| 30D | -15.5% | +4.0% | -19.5% | -18.0% |
| 3M | -4.1% | +13.8% | -17.8% | -13.0% |
| 6M | -23.4% | +32.7% | -56.1% | -37.9% |
| YTD | -30.7% | +27.6% | -58.3% | -42.3% |
| 1Y | -37.6% | +47.4% | -85.0% | -53.4% |
| 3Y | -17.5% | +129.0% | -146.5% | -57.7% |
| 5Y | -24.6% | +92.7% | -117.3% | -50.1% |
| All | -24.6% | +93.4% | -118.0% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling