+197.4%
PDD vs BNS
+141.1%
+56.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -2.4% | +4.7% | -7.1% | -4.6% |
| 3M | -14.6% | +5.5% | -20.2% | -17.2% |
| 6M | -19.6% | +21.7% | -41.3% | -27.3% |
| YTD | -30.0% | +29.5% | -59.4% | -38.5% |
| 1Y | -42.5% | +41.9% | -84.4% | -51.6% |
| 3Y | -27.2% | +148.5% | -175.7% | -53.5% |
| 5Y | -8.2% | +80.3% | -88.5% | -31.5% |
| All | +197.4% | +141.1% | +56.3% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling